+149.2%
STLD vs CGNX
+49.8%
+99.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +0.2% |
| 7D | -0.9% | +3.2% | -4.1% | -1.7% |
| 30D | -8.9% | +6.0% | -14.9% | -10.2% |
| 3M | -14.0% | +3.5% | -17.6% | -15.5% |
| 6M | +30.8% | +26.3% | +4.5% | +21.7% |
| YTD | +42.3% | +79.2% | -37.0% | +16.5% |
| 1Y | +81.1% | +43.8% | +37.3% | +58.8% |
| 3Y | +149.2% | +52.0% | +97.2% | +104.0% |
| All | +149.2% | +49.8% | +99.4% | +104.0% |
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