+379.9%
SAN vs CGNX
-25.4%
+405.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.8% | +1.3% |
| 7D | +0.2% | +3.2% | -3.0% | -0.5% |
| 30D | +0.9% | +6.0% | -5.1% | -0.5% |
| 3M | +19.1% | +3.5% | +15.6% | +17.4% |
| 6M | +33.2% | +26.3% | +6.9% | +25.4% |
| YTD | +29.1% | +79.2% | -50.1% | +10.0% |
| 1Y | +50.2% | +43.8% | +6.4% | +34.2% |
| 3Y | +351.0% | +52.0% | +299.1% | +279.2% |
| All | +379.9% | -25.4% | +405.4% | +352.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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