+6,604.2%
TRV vs CGNX
+12,871.6%
-6,267.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +1.6% |
| 7D | +1.9% | +3.2% | -1.2% | +1.5% |
| 30D | +1.7% | +6.0% | -4.3% | +0.9% |
| 3M | +23.9% | +3.5% | +20.3% | +22.7% |
| 6M | +26.3% | +26.3% | 0.0% | +21.6% |
| YTD | +30.8% | +79.2% | -48.4% | +19.4% |
| 1Y | +36.3% | +43.8% | -7.5% | +27.3% |
| 3Y | +145.0% | +52.0% | +93.1% | +122.5% |
| 5Y | +163.9% | -24.0% | +187.9% | +156.8% |
| 10Y | +305.8% | +189.1% | +116.7% | +225.4% |
| All | +6,604.2% | +12,871.6% | -6,267.4% | +3,229.2% |
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