+1,063.5%
SCCO vs CGNX
+193.6%
+869.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.8% |
| 7D | -2.7% | +3.2% | -5.8% | -3.8% |
| 30D | -0.7% | +6.0% | -6.7% | -3.1% |
| 3M | +8.1% | +3.5% | +4.5% | +5.8% |
| 6M | +4.1% | +26.3% | -22.2% | -4.8% |
| YTD | +41.1% | +79.2% | -38.1% | +9.9% |
| 1Y | +95.6% | +43.8% | +51.8% | +63.7% |
| 3Y | +179.3% | +52.0% | +127.3% | +118.0% |
| 5Y | +308.3% | -24.0% | +332.3% | +299.0% |
| All | +1,063.5% | +193.6% | +869.9% | +588.9% |
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