+223.6%
XME vs CGNX
+1,161.2%
-937.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -2.7% |
| 7D | -4.2% | +3.2% | -7.4% | -5.5% |
| 30D | -2.7% | +6.0% | -8.7% | -5.2% |
| 3M | -3.9% | +3.5% | -7.5% | -6.2% |
| 6M | -1.0% | +26.3% | -27.3% | -11.1% |
| YTD | +9.8% | +79.2% | -69.4% | -18.6% |
| 1Y | +32.5% | +43.8% | -11.2% | +6.6% |
| 3Y | +124.3% | +52.0% | +72.4% | +66.5% |
| 5Y | +165.8% | -24.0% | +189.8% | +155.2% |
| 10Y | +411.8% | +189.1% | +222.7% | +136.1% |
| All | +223.6% | +1,161.2% | -937.7% | -48.7% |
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