+9,151.9%
UNP vs CGNX
+12,871.6%
-3,719.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.1% |
| 7D | -1.8% | +3.2% | -5.0% | -2.2% |
| 30D | -2.7% | +6.0% | -8.7% | -3.7% |
| 3M | +6.5% | +3.5% | +3.0% | +5.5% |
| 6M | +14.4% | +26.3% | -11.9% | +9.7% |
| YTD | +24.8% | +79.2% | -54.4% | +12.8% |
| 1Y | +34.4% | +43.8% | -9.4% | +24.7% |
| 3Y | +43.6% | +52.0% | -8.4% | +29.6% |
| 5Y | +53.2% | -24.0% | +77.3% | +49.9% |
| 10Y | +282.1% | +189.1% | +93.0% | +207.6% |
| All | +9,151.9% | +12,871.6% | -3,719.7% | +4,790.4% |
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