+45.0%
SCCO vs CGNX
+31.4%
+13.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.7% | +10.6% | +4.0% |
| 7D | -7.9% | -9.2% | +1.3% | -5.8% |
| 30D | -13.0% | -17.6% | +4.6% | -9.1% |
| 3M | -6.9% | -25.7% | +18.8% | -0.6% |
| 6M | +11.0% | -5.5% | +16.5% | +13.0% |
| YTD | +30.3% | +48.1% | -17.8% | +21.8% |
| 1Y | +45.0% | +33.5% | +11.5% | +45.8% |
| All | +45.0% | +31.4% | +13.5% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling