+45.5%
SRE vs CGNX
-25.4%
+70.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.2% |
| 7D | -0.8% | +3.2% | -4.0% | -1.2% |
| 30D | -3.0% | +6.0% | -9.0% | -3.7% |
| 3M | -8.3% | +3.5% | -11.8% | -9.1% |
| 6M | -8.9% | +26.3% | -35.2% | -12.1% |
| YTD | -4.3% | +79.2% | -83.5% | -12.4% |
| 1Y | +2.7% | +43.8% | -41.1% | -3.6% |
| 3Y | +28.7% | +52.0% | -23.3% | +15.7% |
| All | +45.5% | -25.4% | +70.9% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling