+531.5%
SONY vs CGNX
+12,871.6%
-12,340.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.9% |
| 7D | -2.7% | +3.2% | -5.9% | -3.2% |
| 30D | +1.5% | +6.0% | -4.5% | +0.3% |
| 3M | +13.0% | +3.5% | +9.5% | +11.3% |
| 6M | +11.2% | +26.3% | -15.1% | +5.4% |
| YTD | -6.6% | +79.2% | -85.9% | -18.1% |
| 1Y | -18.1% | +43.8% | -61.9% | -25.6% |
| 3Y | +42.1% | +52.0% | -9.9% | +24.6% |
| 5Y | +11.0% | -24.0% | +35.1% | +8.5% |
| 10Y | +289.2% | +189.1% | +100.1% | +194.5% |
| All | +531.5% | +12,871.6% | -12,340.1% | +161.4% |
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