-24.5%
CGNX vs SM
+108.4%
-132.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | +3.2% | +4.6% | -1.4% | +2.4% |
| 30D | +6.0% | +18.2% | -12.2% | +2.9% |
| 3M | +3.5% | +22.5% | -19.0% | -0.9% |
| 6M | +26.3% | +50.6% | -24.3% | +13.8% |
| YTD | +79.2% | +108.1% | -28.9% | +48.4% |
| 1Y | +43.8% | +46.0% | -2.2% | +29.2% |
| 3Y | +52.0% | +2.9% | +49.1% | +42.1% |
| All | -24.5% | +108.4% | -132.9% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 5y: compounded portfolio wealth divided by compounded SM 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…
5y analysis · Full analysis span regression · 6 months rolling