+5,453.1%
CGNX vs SPY
+3,040.6%
+2,412.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.5% |
| 7D | +1.5% | -2.0% | +3.5% | +4.1% |
| 30D | -1.8% | -1.7% | -0.1% | +0.3% |
| 3M | +5.3% | +4.7% | +0.5% | -0.1% |
| 6M | +22.3% | +12.5% | +9.8% | +6.7% |
| YTD | +72.2% | +11.7% | +60.5% | +51.2% |
| 1Y | +39.8% | +17.5% | +22.4% | +16.2% |
| 3Y | +44.8% | +76.6% | -31.7% | -27.1% |
| 5Y | -27.0% | +82.0% | -109.1% | -63.9% |
| 10Y | +177.7% | +317.1% | -139.4% | -48.1% |
| All | +5,453.1% | +3,040.6% | +2,412.5% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling