+3,960.4%
CGNX vs SUI
+4,047.2%
-86.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.9% |
| 7D | +4.7% | -1.5% | +6.1% | +5.4% |
| 30D | -12.7% | +3.7% | -16.4% | -14.9% |
| 3M | -18.7% | -0.4% | -18.3% | -19.4% |
| 6M | -21.2% | -2.8% | -18.4% | -21.8% |
| YTD | +39.6% | -1.6% | +41.2% | +37.7% |
| 1Y | +35.6% | -2.1% | +37.6% | +34.0% |
| 3Y | +44.7% | +18.5% | +26.2% | +27.5% |
| 5Y | -37.8% | -26.5% | -11.2% | -31.9% |
| 10Y | +95.1% | +121.6% | -26.5% | +21.2% |
| All | +3,960.4% | +4,047.2% | -86.8% | +796.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling