+50.9%
STLA vs CGNX
+193.6%
-142.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.8% | +0.9% |
| 7D | -2.9% | +3.2% | -6.0% | -3.9% |
| 30D | +0.9% | +6.0% | -5.1% | -1.4% |
| 3M | -21.6% | +3.5% | -25.2% | -23.6% |
| 6M | -21.6% | +26.3% | -47.9% | -29.1% |
| YTD | -50.4% | +79.2% | -129.7% | -61.9% |
| 1Y | -43.6% | +43.8% | -87.4% | -53.0% |
| 3Y | -66.4% | +52.0% | -118.4% | -74.0% |
| 5Y | -62.3% | -24.0% | -38.3% | -63.8% |
| All | +50.9% | +193.6% | -142.7% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling