+289.1%
SN vs CGNX
+21.5%
+267.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -2.4% |
| 7D | -7.3% | +3.2% | -10.4% | -8.2% |
| 30D | -13.6% | +6.0% | -19.6% | -15.5% |
| 3M | +18.6% | +3.5% | +15.1% | +15.9% |
| 6M | +46.0% | +26.3% | +19.7% | +32.6% |
| YTD | +43.7% | +79.2% | -35.5% | +12.2% |
| 1Y | +39.2% | +43.8% | -4.6% | +17.7% |
| 3Y | +306.5% | +52.0% | +254.5% | +200.5% |
| All | +289.1% | +21.5% | +267.6% | +253.7% |
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