+282.9%
SPGI vs CGNX
+193.6%
+89.3%
-39.8%
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% | -1.0% |
| 7D | -7.4% | +3.2% | -10.6% | -8.1% |
| 30D | +0.4% | +6.0% | -5.6% | -1.4% |
| 3M | +5.3% | +3.5% | +1.7% | +3.0% |
| 6M | +1.7% | +26.3% | -24.6% | -6.6% |
| YTD | -16.4% | +79.2% | -95.6% | -32.2% |
| 1Y | -20.5% | +43.8% | -64.3% | -32.2% |
| 3Y | +14.2% | +52.0% | -37.7% | -9.5% |
| 5Y | +0.6% | -24.0% | +24.6% | -2.1% |
| All | +282.9% | +193.6% | +89.3% | +130.5% |
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