-14.4%
SMR vs CGNX
-1.5%
-12.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +4.1% | -19.8% | -17.6% |
| 7D | -11.2% | +3.2% | -14.4% | -12.9% |
| 30D | -10.2% | +6.0% | -16.2% | -13.4% |
| 3M | -10.0% | +3.5% | -13.6% | -12.2% |
| 6M | -30.5% | +26.3% | -56.7% | -37.3% |
| YTD | -39.2% | +79.2% | -118.5% | -56.0% |
| 1Y | -75.5% | +43.8% | -119.3% | -80.1% |
| 3Y | +45.4% | +52.0% | -6.5% | +9.9% |
| All | -14.4% | -1.5% | -12.9% | -39.3% |
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