+896.8%
CGNX vs SBAC
+2,175.2%
-1,278.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | -3.7% | +3.9% | -7.6% | -4.5% |
| 3M | +1.0% | -8.2% | +9.2% | +2.2% |
| 6M | +22.1% | -2.8% | +24.9% | +21.2% |
| YTD | +72.7% | -1.5% | +74.2% | +71.3% |
| 1Y | +40.4% | 0.0% | +40.4% | +38.6% |
| 3Y | +45.2% | -8.4% | +53.6% | +43.8% |
| 5Y | -26.7% | -43.5% | +16.9% | -20.6% |
| 10Y | +178.5% | +86.9% | +91.6% | +144.5% |
| All | +896.8% | +2,175.2% | -1,278.4% | +466.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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