+310.4%
TMUS vs CGNX
+1,328.5%
-1,018.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -5.8% | +1.5% | -7.3% | -6.1% |
| 30D | -0.2% | -1.8% | +1.6% | -0.1% |
| 3M | -4.0% | +5.3% | -9.2% | -6.5% |
| 6M | -18.1% | +22.3% | -40.4% | -23.9% |
| YTD | -11.3% | +72.2% | -83.5% | -26.0% |
| 1Y | -24.7% | +39.8% | -64.6% | -34.5% |
| 3Y | +35.4% | +44.8% | -9.4% | +10.2% |
| 5Y | +42.4% | -27.0% | +69.5% | +36.7% |
| 10Y | +317.4% | +177.7% | +139.7% | +129.5% |
| All | +310.4% | +1,328.5% | -1,018.1% | -5.4% |
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