+46,929.1%
TSCO vs CGNX
+2,992.1%
+43,937.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -2.2% |
| 7D | -5.7% | +3.2% | -8.8% | -6.2% |
| 30D | -8.8% | +6.0% | -14.8% | -9.9% |
| 3M | +6.3% | +3.5% | +2.8% | +4.9% |
| 6M | -32.3% | +26.3% | -58.6% | -35.9% |
| YTD | -32.7% | +79.2% | -111.9% | -41.0% |
| 1Y | -43.7% | +43.8% | -87.5% | -48.9% |
| 3Y | -19.7% | +52.0% | -71.6% | -29.7% |
| 5Y | -11.6% | -24.0% | +12.4% | -14.0% |
| 10Y | +184.1% | +189.1% | -5.0% | +108.2% |
| All | +46,929.1% | +2,992.1% | +43,937.1% | +19,180.5% |
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