+248.8%
XLF vs CGNX
+193.6%
+55.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -0.3% |
| 7D | -1.5% | +3.2% | -4.6% | -2.2% |
| 30D | -1.2% | +6.0% | -7.2% | -2.8% |
| 3M | +9.2% | +3.5% | +5.6% | +7.2% |
| 6M | +16.3% | +26.3% | -10.0% | +7.9% |
| YTD | +5.4% | +79.2% | -73.8% | -13.1% |
| 1Y | +7.6% | +43.8% | -36.2% | -6.6% |
| 3Y | +74.2% | +52.0% | +22.3% | +41.6% |
| 5Y | +66.1% | -24.0% | +90.2% | +62.4% |
| All | +248.8% | +193.6% | +55.2% | +117.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling