+127.2%
TLT vs CGNX
+1,884.5%
-1,757.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -1.6% | +1.5% | -3.1% | -1.5% |
| 30D | -1.3% | -1.8% | +0.4% | -1.4% |
| 3M | -3.7% | +5.3% | -9.0% | -3.2% |
| 6M | -6.4% | +22.3% | -28.7% | -4.9% |
| YTD | -4.5% | +72.2% | -76.7% | -0.4% |
| 1Y | -5.9% | +39.8% | -45.7% | -3.0% |
| 3Y | -2.8% | +44.8% | -47.6% | +1.3% |
| 5Y | -35.1% | -27.0% | -8.0% | -35.4% |
| 10Y | -20.7% | +177.7% | -198.4% | -7.9% |
| All | +127.2% | +1,884.5% | -1,757.3% | +248.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling