-67.1%
SE vs CGNX
-25.4%
-41.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.4% | -3.0% |
| 7D | -5.2% | +3.2% | -8.4% | -6.4% |
| 30D | -17.1% | +6.0% | -23.1% | -19.4% |
| 3M | +24.0% | +3.5% | +20.4% | +19.5% |
| 6M | +21.0% | +26.3% | -5.3% | +5.5% |
| YTD | -16.7% | +79.2% | -96.0% | -43.1% |
| 1Y | -45.9% | +43.8% | -89.7% | -59.0% |
| 3Y | +177.8% | +52.0% | +125.9% | +79.1% |
| All | -67.1% | -25.4% | -41.7% | -65.0% |
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