-66.4%
STLA vs CGNX
+49.8%
-116.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.8% | +1.1% |
| 7D | -2.9% | +3.2% | -6.0% | -3.8% |
| 30D | +0.9% | +6.0% | -5.1% | -1.1% |
| 3M | -21.6% | +3.5% | -25.2% | -23.3% |
| 6M | -21.6% | +26.3% | -47.9% | -28.2% |
| YTD | -50.4% | +79.2% | -129.7% | -61.1% |
| 1Y | -43.6% | +43.8% | -87.4% | -51.7% |
| 3Y | -66.4% | +52.0% | -118.4% | -76.3% |
| All | -66.4% | +49.8% | -116.2% | -76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling