+33.5%
CGNX vs SPY
+14.6%
+18.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.7% | -10.3% | -11.5% |
| 7D | -9.2% | -0.7% | -8.5% | -8.1% |
| 30D | -17.6% | -1.0% | -16.5% | -15.8% |
| 3M | -25.7% | -0.3% | -25.4% | -25.0% |
| 6M | -5.5% | +7.3% | -12.8% | -13.5% |
| YTD | +48.1% | +13.3% | +34.8% | +22.2% |
| 1Y | +33.5% | +14.8% | +18.7% | +8.3% |
| All | +33.5% | +14.6% | +18.9% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling