+108.1%
XLRE vs CGNX
+291.0%
-182.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.1% |
| 7D | -1.2% | +3.2% | -4.3% | -1.7% |
| 30D | -2.4% | +6.0% | -8.4% | -3.6% |
| 3M | -2.5% | +3.5% | -6.0% | -3.9% |
| 6M | +4.0% | +26.3% | -22.3% | -2.0% |
| YTD | +9.3% | +79.2% | -70.0% | -5.7% |
| 1Y | +5.6% | +43.8% | -38.2% | -5.3% |
| 3Y | +31.3% | +52.0% | -20.7% | +11.9% |
| 5Y | +9.5% | -24.0% | +33.6% | +6.4% |
| 10Y | +89.0% | +189.1% | -100.1% | +40.1% |
| All | +108.1% | +291.0% | -182.8% | +49.1% |
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 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