+14.2%
SPGI vs CGNX
+49.8%
-35.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.2% |
| 7D | -7.4% | +3.2% | -10.6% | -7.6% |
| 30D | +0.4% | +6.0% | -5.6% | -0.2% |
| 3M | +5.3% | +3.5% | +1.7% | +4.5% |
| 6M | +1.7% | +26.3% | -24.6% | -1.6% |
| YTD | -16.4% | +79.2% | -95.6% | -23.2% |
| 1Y | -20.5% | +43.8% | -64.3% | -25.2% |
| 3Y | +14.2% | +52.0% | -37.7% | +3.0% |
| All | +14.2% | +49.8% | -35.5% | +3.0% |
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 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