+0.1%
SCHW vs CGNX
+19.2%
-19.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.5% | +9.6% | -0.7% |
| 7D | +3.5% | -19.5% | +22.9% | +3.8% |
| 30D | -4.4% | -28.4% | +24.1% | -3.9% |
| 3M | -14.0% | -32.7% | +18.7% | -13.6% |
| 6M | +0.8% | -19.0% | +19.9% | +0.5% |
| YTD | -6.4% | +32.6% | -39.0% | -12.2% |
| 1Y | +0.1% | +18.0% | -18.0% | -3.9% |
| All | +0.1% | +19.2% | -19.1% | -3.9% |
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 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