+233.8%
TPR vs CGNX
-25.4%
+259.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.8% | +1.1% |
| 7D | -3.0% | +3.2% | -6.2% | -3.9% |
| 30D | -22.6% | +6.0% | -28.6% | -24.3% |
| 3M | -18.2% | +3.5% | -21.7% | -20.1% |
| 6M | -18.0% | +26.3% | -44.3% | -25.4% |
| YTD | -6.4% | +79.2% | -85.6% | -26.9% |
| 1Y | +12.3% | +43.8% | -31.5% | -5.6% |
| 3Y | +298.7% | +52.0% | +246.7% | +206.6% |
| All | +233.8% | -25.4% | +259.3% | +204.3% |
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 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