+12,805.2%
SPGI vs CGNX
+12,360.6%
+444.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -8.9% | +1.5% | -10.4% | -9.1% |
| 30D | +0.6% | -1.8% | +2.4% | +0.7% |
| 3M | +2.0% | +5.3% | -3.3% | +0.4% |
| 6M | +0.1% | +22.3% | -22.2% | -4.1% |
| YTD | -16.4% | +72.2% | -88.6% | -25.0% |
| 1Y | -18.9% | +39.8% | -58.8% | -25.4% |
| 3Y | +13.8% | +44.8% | -31.1% | +1.9% |
| 5Y | +0.5% | -27.0% | +27.6% | -1.1% |
| 10Y | +288.9% | +177.7% | +111.2% | +210.3% |
| All | +12,805.2% | +12,360.6% | +444.6% | +6,726.3% |
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