-9.3%
SNPS vs CGNX
+45.2%
-54.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.7% |
| 7D | +0.9% | +3.2% | -2.3% | +0.3% |
| 30D | -3.6% | +6.0% | -9.6% | -4.7% |
| 3M | -12.9% | +3.5% | -16.5% | -13.8% |
| 6M | -8.2% | +26.3% | -34.5% | -12.1% |
| YTD | -15.4% | +79.2% | -94.6% | -27.9% |
| 1Y | -9.3% | +43.8% | -53.1% | -15.6% |
| All | -9.3% | +45.2% | -54.4% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling