+485.6%
XRT vs CGNX
+1,111.6%
-626.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -3.6% | +1.5% | -5.1% | -4.0% |
| 30D | -6.7% | -1.8% | -4.9% | -6.5% |
| 3M | -1.4% | +5.3% | -6.6% | -4.4% |
| 6M | +1.7% | +22.3% | -20.6% | -6.9% |
| YTD | -1.5% | +72.2% | -73.7% | -22.0% |
| 1Y | -2.5% | +39.8% | -42.3% | -17.9% |
| 3Y | +39.9% | +44.8% | -4.9% | +11.1% |
| 5Y | -2.6% | -27.0% | +24.4% | -4.8% |
| 10Y | +123.1% | +177.7% | -54.6% | +25.4% |
| All | +485.6% | +1,111.6% | -626.0% | +40.7% |
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