+51,567.6%
SCHW vs CGNX
+12,871.6%
+38,696.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -1.2% |
| 7D | -1.9% | +3.2% | -5.0% | -2.7% |
| 30D | -1.6% | +6.0% | -7.6% | -3.5% |
| 3M | +21.3% | +3.5% | +17.7% | +18.7% |
| 6M | +16.5% | +26.3% | -9.8% | +6.9% |
| YTD | +8.4% | +79.2% | -70.8% | -11.8% |
| 1Y | +15.6% | +43.8% | -28.2% | -1.0% |
| 3Y | +86.8% | +52.0% | +34.9% | +51.2% |
| 5Y | +60.5% | -24.0% | +84.6% | +53.0% |
| 10Y | +297.7% | +189.1% | +108.7% | +147.2% |
| All | +51,567.6% | +12,871.6% | +38,696.0% | +11,494.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling