+8,539.3%
ZBRA vs CGNX
+4,691.3%
+3,847.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +0.7% |
| 7D | -3.4% | +3.2% | -6.6% | -4.2% |
| 30D | -7.4% | +6.0% | -13.4% | -9.0% |
| 3M | +57.5% | +3.5% | +54.0% | +55.6% |
| 6M | +64.0% | +26.3% | +37.7% | +53.0% |
| YTD | +44.3% | +79.2% | -35.0% | +21.2% |
| 1Y | +10.9% | +43.8% | -32.9% | -1.4% |
| 3Y | +37.5% | +52.0% | -14.4% | +19.7% |
| 5Y | -39.7% | -24.0% | -15.6% | -37.9% |
| 10Y | +429.9% | +189.1% | +240.8% | +302.1% |
| All | +8,539.3% | +4,691.3% | +3,847.9% | +3,846.2% |
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