+310.9%
SCCO vs CGNX
-25.4%
+336.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.6% |
| 7D | -2.7% | +3.2% | -5.8% | -3.6% |
| 30D | -0.7% | +6.0% | -6.7% | -2.9% |
| 3M | +8.1% | +3.5% | +4.5% | +6.1% |
| 6M | +4.1% | +26.3% | -22.2% | -3.7% |
| YTD | +41.1% | +79.2% | -38.1% | +13.5% |
| 1Y | +95.6% | +43.8% | +51.8% | +68.3% |
| 3Y | +179.3% | +52.0% | +127.3% | +122.7% |
| All | +310.9% | -25.4% | +336.3% | +267.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling