+5,911.5%
SO vs CGNX
+12,871.6%
-6,960.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -0.9% |
| 7D | -1.1% | +3.2% | -4.2% | -1.2% |
| 30D | -5.0% | +6.0% | -11.0% | -5.3% |
| 3M | -5.8% | +3.5% | -9.3% | -6.1% |
| 6M | -7.9% | +26.3% | -34.2% | -9.3% |
| YTD | +2.4% | +79.2% | -76.8% | -1.3% |
| 1Y | -2.3% | +43.8% | -46.1% | -4.9% |
| 3Y | +41.9% | +52.0% | -10.1% | +36.3% |
| 5Y | +58.1% | -24.0% | +82.1% | +56.3% |
| 10Y | +158.5% | +189.1% | -30.6% | +137.8% |
| All | +5,911.5% | +12,871.6% | -6,960.1% | +4,564.1% |
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