-35.4%
TLT vs CGNX
-25.4%
-10.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | 0.0% |
| 7D | -1.6% | +3.2% | -4.8% | -1.7% |
| 30D | -1.1% | +6.0% | -7.1% | -1.3% |
| 3M | -4.9% | +3.5% | -8.4% | -5.0% |
| 6M | -5.0% | +26.3% | -31.3% | -5.8% |
| YTD | -4.4% | +79.2% | -83.6% | -6.1% |
| 1Y | -6.4% | +43.8% | -50.2% | -7.7% |
| 3Y | -2.0% | +52.0% | -53.9% | -4.4% |
| All | -35.4% | -25.4% | -10.0% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CGNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling