-48.8%
SE vs CGNX
+31.4%
-80.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -8.7% | +13.1% | +4.1% |
| 7D | +6.7% | -9.2% | +15.9% | +6.3% |
| 30D | -17.2% | -17.6% | +0.4% | -17.6% |
| 3M | -28.0% | -25.7% | -2.3% | -28.5% |
| 6M | -6.1% | -5.5% | -0.6% | -6.6% |
| YTD | -37.1% | +48.1% | -85.2% | -41.7% |
| 1Y | -48.8% | +33.5% | -82.3% | -50.5% |
| All | -48.8% | +31.4% | -80.2% | -50.5% |
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