+1,475.9%
XLK vs CGNX
+1,759.6%
-283.7%
-82.0%
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% | 0.0% |
| 7D | +0.2% | +3.2% | -3.0% | -0.8% |
| 30D | -0.6% | +6.0% | -6.6% | -2.7% |
| 3M | +2.6% | +3.5% | -1.0% | +0.9% |
| 6M | +34.0% | +26.3% | +7.7% | +23.2% |
| YTD | +30.7% | +79.2% | -48.6% | +3.7% |
| 1Y | +39.2% | +43.8% | -4.6% | +17.8% |
| 3Y | +120.4% | +52.0% | +68.5% | +75.2% |
| 5Y | +148.8% | -24.0% | +172.8% | +143.1% |
| 10Y | +803.3% | +189.1% | +614.2% | +437.1% |
| All | +1,475.9% | +1,759.6% | -283.7% | +256.2% |
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