+8,107.0%
STLD vs CGNX
+1,901.5%
+6,205.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -2.8% | +3.2% | -6.0% | -3.8% |
| 30D | -10.4% | -3.7% | -6.7% | -9.5% |
| 3M | -10.6% | +1.0% | -11.6% | -11.9% |
| 6M | +32.7% | +22.1% | +10.6% | +22.5% |
| YTD | +42.8% | +72.7% | -29.9% | +14.4% |
| 1Y | +86.9% | +40.4% | +46.6% | +59.0% |
| 3Y | +143.8% | +45.2% | +98.6% | +97.8% |
| 5Y | +293.5% | -26.7% | +320.2% | +285.6% |
| 10Y | +1,122.7% | +178.5% | +944.2% | +639.6% |
| All | +8,107.0% | +1,901.5% | +6,205.5% | +2,360.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling