+2,217.2%
STM vs CGNX
+2,923.0%
-705.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | -1.1% | +1.5% | -2.5% | -1.7% |
| 30D | -7.8% | -1.8% | -6.0% | -7.1% |
| 3M | -28.2% | +5.3% | -33.5% | -29.7% |
| 6M | +52.0% | +22.3% | +29.7% | +40.2% |
| YTD | +96.4% | +72.2% | +24.2% | +50.5% |
| 1Y | +98.8% | +39.8% | +59.0% | +64.2% |
| 3Y | +18.3% | +44.8% | -26.6% | -6.7% |
| 5Y | +17.7% | -27.0% | +44.7% | +20.9% |
| 10Y | +652.5% | +177.7% | +474.8% | +339.1% |
| All | +2,217.2% | +2,923.0% | -705.7% | +434.6% |
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