-48.1%
TOST vs CGNX
-25.2%
-22.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | -4.7% | +3.2% | -7.9% | -6.1% |
| 30D | -9.1% | -3.7% | -5.3% | -8.0% |
| 3M | +29.8% | +1.0% | +28.8% | +25.8% |
| 6M | +10.0% | +22.1% | -12.0% | -4.5% |
| YTD | -8.6% | +72.7% | -81.3% | -40.1% |
| 1Y | -20.7% | +40.4% | -61.1% | -41.7% |
| 3Y | +55.7% | +45.2% | +10.5% | +0.3% |
| All | -48.1% | -25.2% | -22.9% | -36.6% |
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