-48.6%
TOST vs CGNX
-22.4%
-26.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -1.3% |
| 7D | -5.4% | +3.2% | -8.6% | -6.8% |
| 30D | -5.7% | +6.0% | -11.7% | -8.8% |
| 3M | +30.1% | +3.5% | +26.6% | +24.8% |
| 6M | +11.9% | +26.3% | -14.4% | -4.3% |
| YTD | -9.5% | +79.2% | -88.8% | -41.8% |
| 1Y | -21.3% | +43.8% | -65.1% | -42.6% |
| 3Y | +50.7% | +52.0% | -1.3% | -5.3% |
| All | -48.6% | -22.4% | -26.2% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling