-14.0%
SNPS vs CGNX
+49.8%
-63.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -1.0% |
| 7D | +0.9% | +3.2% | -2.3% | 0.0% |
| 30D | -3.6% | +6.0% | -9.6% | -5.2% |
| 3M | -12.9% | +3.5% | -16.5% | -14.3% |
| 6M | -8.2% | +26.3% | -34.5% | -14.6% |
| YTD | -15.4% | +79.2% | -94.6% | -31.1% |
| 1Y | -9.3% | +43.8% | -53.1% | -20.2% |
| 3Y | -14.0% | +52.0% | -65.9% | -26.2% |
| All | -14.0% | +49.8% | -63.7% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling