+10.8%
SPYG vs CGNX
+33.1%
-22.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.7% | +9.9% | +2.4% |
| 7D | -2.8% | -9.2% | +6.4% | -1.6% |
| 30D | -6.2% | -17.6% | +11.4% | -4.0% |
| 3M | -3.6% | -25.7% | +22.1% | -0.3% |
| 6M | +4.8% | -5.5% | +10.3% | +5.6% |
| YTD | +11.0% | +48.1% | -37.1% | +6.1% |
| All | +10.8% | +33.1% | -22.3% | +9.1% |
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