+7,177.0%
TPR vs CGNX
+821.5%
+6,355.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | -7.3% | +3.2% | -10.5% | -8.3% |
| 30D | -30.7% | -3.7% | -27.0% | -30.2% |
| 3M | -21.6% | +1.0% | -22.7% | -23.1% |
| 6M | -21.3% | +22.1% | -43.4% | -28.3% |
| YTD | -10.2% | +72.7% | -82.9% | -29.8% |
| 1Y | +9.5% | +40.4% | -30.9% | -8.7% |
| 3Y | +280.8% | +45.2% | +235.5% | +199.7% |
| 5Y | +218.7% | -26.7% | +245.4% | +210.7% |
| 10Y | +306.7% | +178.5% | +128.2% | +149.2% |
| All | +7,177.0% | +821.5% | +6,355.4% | +1,969.8% |
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