+158.4%
W vs CGNX
+249.2%
-90.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | +0.5% | +1.5% | -1.0% | -0.4% |
| 30D | -5.6% | -1.8% | -3.8% | -5.3% |
| 3M | +41.9% | +5.3% | +36.7% | +35.8% |
| 6M | +30.2% | +22.3% | +7.9% | +13.2% |
| YTD | -2.9% | +72.2% | -75.1% | -37.3% |
| 1Y | +11.6% | +39.8% | -28.3% | -19.5% |
| 3Y | +37.0% | +44.8% | -7.9% | -5.4% |
| 5Y | -62.8% | -27.0% | -35.8% | -61.1% |
| 10Y | +155.2% | +177.7% | -22.5% | +67.2% |
| All | +158.4% | +249.2% | -90.9% | +52.4% |
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