+2,057.0%
SAN vs CGNX
+12,360.6%
-10,303.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -2.8% | +1.5% | -4.3% | -3.1% |
| 30D | -0.5% | -1.8% | +1.2% | -0.4% |
| 3M | +22.7% | +5.3% | +17.5% | +20.8% |
| 6M | +28.8% | +22.3% | +6.5% | +22.6% |
| YTD | +26.3% | +72.2% | -45.9% | +9.9% |
| 1Y | +48.8% | +39.8% | +9.0% | +34.4% |
| 3Y | +347.2% | +44.8% | +302.4% | +289.6% |
| 5Y | +383.8% | -27.0% | +410.8% | +376.8% |
| 10Y | +335.4% | +177.7% | +157.8% | +216.7% |
| All | +2,057.0% | +12,360.6% | -10,303.6% | +857.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling