-7.7%
SRE vs CGNX
+31.4%
-39.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.7% | +5.8% | -2.6% |
| 7D | -2.1% | -9.2% | +7.1% | -1.7% |
| 30D | +6.1% | -17.6% | +23.6% | +6.8% |
| 3M | -3.5% | -25.7% | +22.2% | -2.5% |
| 6M | -10.8% | -5.5% | -5.3% | -11.3% |
| YTD | -4.0% | +48.1% | -52.1% | -7.6% |
| 1Y | -7.7% | +33.5% | -41.2% | -9.9% |
| All | -7.7% | +31.4% | -39.1% | -9.9% |
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