-7.0%
SONY vs CGNX
+31.4%
-38.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.7% | +10.9% | +2.2% |
| 7D | +2.9% | -9.2% | +12.1% | +2.9% |
| 30D | +10.2% | -17.6% | +27.8% | +10.4% |
| 3M | +16.1% | -25.7% | +41.8% | +16.4% |
| 6M | +32.1% | -5.5% | +37.6% | +30.2% |
| YTD | +1.4% | +48.1% | -46.7% | -6.2% |
| 1Y | -7.0% | +33.5% | -40.5% | -9.9% |
| All | -7.0% | +31.4% | -38.5% | -9.9% |
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