-26.7%
CGNX vs SUI
-33.5%
+6.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | 0.0% |
| 7D | +3.2% | -4.3% | +7.5% | +5.3% |
| 30D | -3.7% | -2.1% | -1.6% | -2.9% |
| 3M | +1.0% | -6.1% | +7.1% | +3.1% |
| 6M | +22.1% | -12.8% | +34.8% | +29.0% |
| YTD | +72.7% | -4.6% | +77.3% | +74.3% |
| 1Y | +40.4% | -7.7% | +48.1% | +43.4% |
| 3Y | +45.2% | +10.9% | +34.3% | +29.7% |
| 5Y | -26.7% | -32.4% | +5.7% | -12.4% |
| All | -26.7% | -33.5% | +6.8% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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