+62.1%
SPG vs CGNX
+193.6%
-131.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.8% |
| 7D | -1.2% | +3.2% | -4.3% | -1.8% |
| 30D | -6.1% | +6.0% | -12.1% | -7.5% |
| 3M | -3.6% | +3.5% | -7.2% | -5.3% |
| 6M | +10.4% | +26.3% | -15.9% | +3.1% |
| YTD | +14.4% | +79.2% | -64.9% | -4.0% |
| 1Y | +16.5% | +43.8% | -27.3% | +2.4% |
| 3Y | +106.8% | +52.0% | +54.8% | +71.5% |
| 5Y | +108.9% | -24.0% | +132.9% | +101.3% |
| All | +62.1% | +193.6% | -131.5% | +8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling