+15.6%
SCHW vs CGNX
+45.2%
-29.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.2% |
| 7D | -1.9% | +3.2% | -5.0% | -1.9% |
| 30D | -1.6% | +6.0% | -7.6% | -1.8% |
| 3M | +21.3% | +3.5% | +17.7% | +20.9% |
| 6M | +16.5% | +26.3% | -9.8% | +14.1% |
| YTD | +8.4% | +79.2% | -70.8% | +1.9% |
| 1Y | +15.6% | +43.8% | -28.2% | +10.6% |
| All | +15.6% | +45.2% | -29.5% | +10.6% |
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