+218.7%
TRU vs CGNX
+188.3%
+30.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | -0.3% |
| 7D | -2.7% | +3.2% | -5.9% | -3.7% |
| 30D | -2.0% | +6.0% | -8.0% | -4.2% |
| 3M | +18.4% | +3.5% | +14.9% | +15.2% |
| 6M | +8.9% | +26.3% | -17.4% | -1.5% |
| YTD | -8.9% | +79.2% | -88.2% | -29.4% |
| 1Y | -15.9% | +43.8% | -59.7% | -30.2% |
| 3Y | -1.1% | +52.0% | -53.0% | -23.2% |
| 5Y | -35.2% | -24.0% | -11.1% | -38.4% |
| 10Y | +145.3% | +189.1% | -43.8% | +57.8% |
| All | +218.7% | +188.3% | +30.4% | +92.6% |
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