-12.7%
WMT vs CGNX
+27.0%
-39.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +1.8% |
| 7D | 0.0% | +3.2% | -3.2% | +0.4% |
| 30D | -7.4% | +6.0% | -13.4% | -6.7% |
| 3M | -10.9% | +3.5% | -14.4% | -10.1% |
| 6M | -12.7% | +26.3% | -39.0% | -12.7% |
| All | -12.7% | +27.0% | -39.6% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling