-20.5%
SPXS vs CGNX
+19.2%
-39.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -10.5% | +23.7% | +10.3% |
| 7D | +14.3% | -19.5% | +33.8% | +8.6% |
| 30D | +19.4% | -28.4% | +47.8% | +10.6% |
| 3M | +16.2% | -32.7% | +49.0% | +6.5% |
| 6M | -3.4% | -19.0% | +15.6% | -6.6% |
| YTD | -19.1% | +32.6% | -51.6% | -10.0% |
| 1Y | -20.5% | +18.0% | -38.5% | -18.6% |
| All | -20.5% | +19.2% | -39.6% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling