-11.8%
SONY vs CGNX
+42.4%
-54.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.7% |
| 7D | -1.2% | +3.0% | -4.1% | -1.3% |
| 30D | +9.4% | -11.8% | +21.3% | +10.1% |
| 3M | +10.5% | -3.6% | +14.1% | +10.2% |
| 6M | +11.7% | +17.4% | -5.7% | +8.5% |
| YTD | -4.1% | +73.7% | -77.8% | -13.3% |
| 1Y | -11.8% | +41.5% | -53.3% | -16.6% |
| All | -11.8% | +42.4% | -54.2% | -16.6% |
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