+1,111.5%
STLD vs CGNX
+193.6%
+917.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | -0.2% |
| 7D | -0.9% | +3.2% | -4.1% | -2.0% |
| 30D | -8.9% | +6.0% | -14.9% | -10.8% |
| 3M | -14.0% | +3.5% | -17.6% | -16.1% |
| 6M | +30.8% | +26.3% | +4.5% | +18.5% |
| YTD | +42.3% | +79.2% | -37.0% | +9.7% |
| 1Y | +81.1% | +43.8% | +37.3% | +50.4% |
| 3Y | +149.2% | +52.0% | +97.2% | +93.2% |
| 5Y | +292.9% | -24.0% | +317.0% | +281.3% |
| All | +1,111.5% | +193.6% | +917.9% | +531.4% |
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