+96.5%
STM vs CGNX
+31.4%
+65.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -8.7% | +2.6% | -2.6% |
| 7D | -6.0% | -9.2% | +3.2% | -2.3% |
| 30D | -20.9% | -17.6% | -3.4% | -14.9% |
| 3M | -15.8% | -25.7% | +10.0% | -6.4% |
| 6M | -17.0% | -5.5% | -11.6% | -12.2% |
| YTD | +76.8% | +48.1% | +28.7% | +69.6% |
| 1Y | +96.5% | +33.5% | +63.0% | +101.7% |
| All | +96.5% | +31.4% | +65.1% | +101.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling