-48.9%
TOST vs CGNX
-25.5%
-23.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | -5.9% | +1.5% | -7.3% | -6.5% |
| 30D | -8.4% | -1.8% | -6.6% | -8.2% |
| 3M | +31.4% | +5.3% | +26.2% | +24.9% |
| 6M | +10.5% | +22.3% | -11.8% | -4.2% |
| YTD | -10.1% | +72.2% | -82.2% | -41.0% |
| 1Y | -19.9% | +39.8% | -59.8% | -41.0% |
| 3Y | +53.3% | +44.8% | +8.4% | -1.1% |
| All | -48.9% | -25.5% | -23.5% | -37.5% |
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