+4,943.4%
SNPS vs CGNX
+4,381.4%
+562.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -4.6% | +1.5% | -6.1% | -5.0% |
| 30D | -3.3% | -1.8% | -1.6% | -3.0% |
| 3M | -13.8% | +5.3% | -19.0% | -15.5% |
| 6M | -8.2% | +22.3% | -30.5% | -13.6% |
| YTD | -15.4% | +72.2% | -87.6% | -28.9% |
| 1Y | +2.4% | +39.8% | -37.4% | -9.2% |
| 3Y | -13.5% | +44.8% | -58.3% | -26.1% |
| 5Y | +19.5% | -27.0% | +46.5% | +20.1% |
| 10Y | +581.0% | +177.7% | +403.3% | +382.3% |
| All | +4,943.4% | +4,381.4% | +562.0% | +1,419.3% |
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