+8,155.7%
USB vs CGNX
+10,346.8%
-2,191.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.4% |
| 7D | -0.5% | -2.5% | +2.0% | -0.2% |
| 30D | +5.7% | -16.3% | +22.1% | +8.4% |
| 3M | -4.7% | -17.7% | +13.0% | -2.3% |
| 6M | +13.4% | -22.9% | +36.3% | +16.8% |
| YTD | +17.0% | +44.4% | -27.4% | +7.4% |
| 1Y | +32.4% | +35.6% | -3.2% | +22.6% |
| 3Y | +101.7% | +45.4% | +56.3% | +81.4% |
| 5Y | +24.4% | -33.4% | +57.8% | +24.3% |
| 10Y | +83.6% | +101.8% | -18.2% | +52.3% |
| All | +8,155.7% | +10,346.8% | -2,191.1% | +4,219.9% |
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