-11.3%
SIRI vs CGNX
+193.6%
-204.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | 0.0% |
| 7D | +0.6% | +3.2% | -2.6% | -0.2% |
| 30D | +2.5% | +6.0% | -3.5% | +1.0% |
| 3M | +6.6% | +3.5% | +3.1% | +4.8% |
| 6M | +32.9% | +26.3% | +6.6% | +23.9% |
| YTD | +50.5% | +79.2% | -28.8% | +25.4% |
| 1Y | +28.0% | +43.8% | -15.8% | +11.8% |
| 3Y | -22.4% | +52.0% | -74.4% | -35.3% |
| 5Y | -41.3% | -24.0% | -17.2% | -43.1% |
| All | -11.3% | +193.6% | -204.9% | -47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling