-16.5%
SOUN vs CGNX
-3.7%
-12.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -2.5% |
| 7D | -7.1% | +3.2% | -10.3% | -8.7% |
| 30D | -15.4% | +6.0% | -21.4% | -18.4% |
| 3M | -10.6% | +3.5% | -14.1% | -13.4% |
| 6M | -19.6% | +26.3% | -45.9% | -30.5% |
| YTD | -37.2% | +79.2% | -116.5% | -58.6% |
| 1Y | -57.1% | +43.8% | -100.9% | -67.4% |
| 3Y | +178.2% | +52.0% | +126.3% | +86.5% |
| All | -16.5% | -3.7% | -12.8% | -8.7% |
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