+2,863.0%
V vs CGNX
+1,349.3%
+1,513.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -3.0% | +1.5% | -4.5% | -3.4% |
| 30D | +1.2% | -1.8% | +3.0% | +1.4% |
| 3M | +13.9% | +5.3% | +8.7% | +10.9% |
| 6M | +17.2% | +22.3% | -5.1% | +8.6% |
| YTD | +5.3% | +72.2% | -66.8% | -13.8% |
| 1Y | +9.5% | +39.8% | -30.4% | -6.1% |
| 3Y | +51.9% | +44.8% | +7.1% | +22.1% |
| 5Y | +69.6% | -27.0% | +96.6% | +63.5% |
| 10Y | +384.5% | +177.7% | +206.8% | +183.7% |
| All | +2,863.0% | +1,349.3% | +1,513.7% | +632.2% |
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