+185.8%
CGNX vs SPY
+322.5%
-136.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +2.9% |
| 7D | +3.2% | -0.8% | +3.9% | +4.3% |
| 30D | +6.0% | -1.1% | +7.1% | +7.7% |
| 3M | +3.5% | +3.9% | -0.3% | -1.2% |
| 6M | +26.3% | +13.6% | +12.7% | +7.2% |
| YTD | +79.2% | +12.7% | +66.6% | +53.4% |
| 1Y | +43.8% | +17.5% | +26.3% | +17.1% |
| 3Y | +52.0% | +76.9% | -25.0% | -29.2% |
| 5Y | -24.0% | +83.6% | -107.6% | -65.8% |
| All | +185.8% | +322.5% | -136.6% | -64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling