+507.5%
XYZ vs CGNX
+265.2%
+242.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -3.7% | +3.2% | -6.9% | -5.3% |
| 30D | +0.5% | -3.7% | +4.3% | +2.1% |
| 3M | +16.3% | +1.0% | +15.2% | +13.0% |
| 6M | +21.1% | +22.1% | -0.9% | +5.0% |
| YTD | +22.0% | +72.7% | -50.7% | -21.2% |
| 1Y | +5.2% | +40.4% | -35.2% | -24.1% |
| 3Y | +49.6% | +45.2% | +4.3% | -2.3% |
| 5Y | -68.4% | -26.7% | -41.8% | -68.0% |
| 10Y | +604.5% | +178.5% | +426.0% | +349.9% |
| All | +507.5% | +265.2% | +242.3% | +257.5% |
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