+1,097.3%
XLI vs CGNX
+1,759.6%
-662.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +0.1% |
| 7D | -1.7% | +3.2% | -4.8% | -2.4% |
| 30D | -7.3% | +6.0% | -13.3% | -8.7% |
| 3M | -1.3% | +3.5% | -4.9% | -2.8% |
| 6M | +2.2% | +26.3% | -24.1% | -4.2% |
| YTD | +11.7% | +79.2% | -67.5% | -5.7% |
| 1Y | +14.3% | +43.8% | -29.5% | +1.0% |
| 3Y | +70.3% | +52.0% | +18.4% | +43.6% |
| 5Y | +82.3% | -24.0% | +106.4% | +76.8% |
| 10Y | +258.4% | +189.1% | +69.3% | +141.7% |
| All | +1,097.3% | +1,759.6% | -662.3% | +347.6% |
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