+171.9%
SAP vs CGNX
+193.6%
-21.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.8% |
| 7D | -4.1% | +3.2% | -7.2% | -4.8% |
| 30D | +1.1% | +6.0% | -4.9% | -0.6% |
| 3M | +26.1% | +3.5% | +22.6% | +23.4% |
| 6M | +9.8% | +26.3% | -16.5% | +1.3% |
| YTD | -13.6% | +79.2% | -92.8% | -29.1% |
| 1Y | -18.7% | +43.8% | -62.5% | -29.6% |
| 3Y | +54.1% | +52.0% | +2.2% | +25.0% |
| 5Y | +54.7% | -24.0% | +78.8% | +50.5% |
| All | +171.9% | +193.6% | -21.7% | +81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling