+178.2%
SOUN vs CGNX
+49.8%
+128.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -2.7% |
| 7D | -7.1% | +3.2% | -10.3% | -8.8% |
| 30D | -15.4% | +6.0% | -21.4% | -18.7% |
| 3M | -10.6% | +3.5% | -14.1% | -13.8% |
| 6M | -19.6% | +26.3% | -45.9% | -31.9% |
| YTD | -37.2% | +79.2% | -116.5% | -61.6% |
| 1Y | -57.1% | +43.8% | -100.9% | -68.8% |
| 3Y | +178.2% | +52.0% | +126.3% | +67.4% |
| All | +178.2% | +49.8% | +128.5% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling