-52.6%
STLA vs CGNX
+31.4%
-84.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -8.7% | +12.5% | +4.7% |
| 7D | -0.6% | -9.2% | +8.5% | +0.3% |
| 30D | +3.6% | -17.6% | +21.1% | +5.8% |
| 3M | -20.6% | -25.7% | +5.1% | -18.0% |
| 6M | -34.3% | -5.5% | -28.8% | -34.3% |
| YTD | -57.3% | +48.1% | -105.4% | -60.2% |
| 1Y | -52.6% | +33.5% | -86.2% | -50.7% |
| All | -52.6% | +31.4% | -84.1% | -50.7% |
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