+655.9%
STM vs CGNX
+193.6%
+462.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | -0.6% |
| 7D | -1.4% | +3.2% | -4.6% | -3.0% |
| 30D | -4.9% | +6.0% | -10.9% | -7.8% |
| 3M | -34.0% | +3.5% | -37.5% | -35.3% |
| 6M | +51.8% | +26.3% | +25.5% | +34.9% |
| YTD | +99.4% | +79.2% | +20.1% | +39.3% |
| 1Y | +99.1% | +43.8% | +55.3% | +54.1% |
| 3Y | +19.5% | +52.0% | -32.5% | -15.7% |
| 5Y | +19.5% | -24.0% | +43.5% | +19.8% |
| All | +655.9% | +193.6% | +462.2% | +306.2% |
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 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