+2,138.8%
SAP vs CGNX
+1,229.6%
+909.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.9% |
| 7D | -4.1% | +3.2% | -7.2% | -4.9% |
| 30D | +1.1% | +6.0% | -4.9% | -0.7% |
| 3M | +26.1% | +3.5% | +22.6% | +23.2% |
| 6M | +9.8% | +26.3% | -16.5% | +0.9% |
| YTD | -13.6% | +79.2% | -92.8% | -29.5% |
| 1Y | -18.7% | +43.8% | -62.5% | -30.1% |
| 3Y | +54.1% | +52.0% | +2.2% | +24.9% |
| 5Y | +54.7% | -24.0% | +78.8% | +48.0% |
| 10Y | +175.3% | +189.1% | -13.7% | +70.8% |
| All | +2,138.8% | +1,229.6% | +909.2% | +590.1% |
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