+18.3%
STM vs CGNX
-25.4%
+43.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | -0.4% |
| 7D | -1.4% | +3.2% | -4.6% | -2.9% |
| 30D | -4.9% | +6.0% | -10.9% | -7.6% |
| 3M | -34.0% | +3.5% | -37.5% | -35.1% |
| 6M | +51.8% | +26.3% | +25.5% | +36.9% |
| YTD | +99.4% | +79.2% | +20.1% | +45.3% |
| 1Y | +99.1% | +43.8% | +55.3% | +59.9% |
| 3Y | +19.5% | +52.0% | -32.5% | -13.5% |
| All | +18.3% | -25.4% | +43.7% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling