+316.3%
TPR vs CGNX
+193.6%
+122.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.8% | +0.6% |
| 7D | -3.0% | +3.2% | -6.2% | -4.2% |
| 30D | -22.6% | +6.0% | -28.6% | -24.9% |
| 3M | -18.2% | +3.5% | -21.7% | -20.9% |
| 6M | -18.0% | +26.3% | -44.3% | -28.0% |
| YTD | -6.4% | +79.2% | -85.6% | -32.6% |
| 1Y | +12.3% | +43.8% | -31.5% | -11.7% |
| 3Y | +298.7% | +52.0% | +246.7% | +183.9% |
| 5Y | +232.5% | -24.0% | +256.6% | +222.5% |
| All | +316.3% | +193.6% | +122.6% | +111.1% |
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