+9,012.8%
WMT vs CGNX
+12,871.6%
-3,858.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +0.9% |
| 7D | 0.0% | +3.2% | -3.2% | -0.3% |
| 30D | -7.4% | +6.0% | -13.4% | -8.1% |
| 3M | -10.9% | +3.5% | -14.4% | -11.6% |
| 6M | -12.7% | +26.3% | -39.0% | -15.5% |
| YTD | -3.2% | +79.2% | -82.5% | -10.1% |
| 1Y | +5.3% | +43.8% | -38.5% | -0.4% |
| 3Y | +101.9% | +52.0% | +49.9% | +86.4% |
| 5Y | +134.6% | -24.0% | +158.6% | +129.6% |
| 10Y | +440.4% | +189.1% | +251.3% | +347.3% |
| All | +9,012.8% | +12,871.6% | -3,858.8% | +3,980.0% |
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