+439.2%
XYL vs CGNX
+853.7%
-414.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.9% |
| 7D | +1.2% | +3.2% | -2.0% | +0.2% |
| 30D | -11.9% | +6.0% | -17.9% | -13.8% |
| 3M | -1.5% | +3.5% | -5.1% | -3.8% |
| 6M | -11.9% | +26.3% | -38.2% | -19.6% |
| YTD | -20.6% | +79.2% | -99.8% | -37.2% |
| 1Y | -23.5% | +43.8% | -67.3% | -35.6% |
| 3Y | +14.9% | +52.0% | -37.1% | -9.3% |
| 5Y | -15.3% | -24.0% | +8.8% | -18.1% |
| 10Y | +148.6% | +189.1% | -40.5% | +49.0% |
| All | +439.2% | +853.7% | -414.5% | +114.3% |
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