+1,884.6%
XEL vs CGNX
+12,871.6%
-10,987.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.1% |
| 7D | -0.3% | +3.2% | -3.5% | -0.5% |
| 30D | -3.9% | +6.0% | -9.9% | -4.4% |
| 3M | -2.8% | +3.5% | -6.4% | -3.3% |
| 6M | -5.4% | +26.3% | -31.7% | -7.2% |
| YTD | +3.8% | +79.2% | -75.5% | -1.0% |
| 1Y | +6.8% | +43.8% | -37.0% | +3.1% |
| 3Y | +45.6% | +52.0% | -6.4% | +38.3% |
| 5Y | +30.7% | -24.0% | +54.7% | +28.9% |
| 10Y | +151.7% | +189.1% | -37.4% | +124.0% |
| All | +1,884.6% | +12,871.6% | -10,987.0% | +1,305.3% |
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