+165.8%
XHB vs CGNX
+1,045.2%
-879.4%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.1% |
| 7D | -4.6% | +3.2% | -7.8% | -5.8% |
| 30D | -9.1% | +6.0% | -15.1% | -11.4% |
| 3M | -8.6% | +3.5% | -12.1% | -10.9% |
| 6M | -4.0% | +26.3% | -30.3% | -13.8% |
| YTD | -3.9% | +79.2% | -83.2% | -27.4% |
| 1Y | -16.5% | +43.8% | -60.3% | -32.1% |
| 3Y | +22.6% | +52.0% | -29.4% | -7.3% |
| 5Y | +33.9% | -24.0% | +58.0% | +29.3% |
| 10Y | +213.0% | +189.1% | +23.9% | +56.0% |
| All | +165.8% | +1,045.2% | -879.4% | -48.4% |
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