+562.3%
SE vs CGNX
+10.3%
+552.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -4.8% | +1.5% | -6.3% | -5.4% |
| 30D | -18.1% | -1.8% | -16.3% | -17.9% |
| 3M | +30.6% | +5.3% | +25.4% | +24.9% |
| 6M | +20.8% | +22.3% | -1.5% | +6.6% |
| YTD | -15.6% | +72.2% | -87.8% | -40.6% |
| 1Y | -44.2% | +39.8% | -84.1% | -57.1% |
| 3Y | +181.5% | +44.8% | +136.7% | +93.3% |
| 5Y | -66.9% | -27.0% | -39.9% | -67.0% |
| All | +562.3% | +10.3% | +552.0% | +452.6% |
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 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