+68.5%
STRL vs CGNX
+42.4%
+26.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +4.3% |
| 7D | +3.4% | +3.0% | +0.4% | +1.6% |
| 30D | -9.2% | -11.8% | +2.6% | -2.1% |
| 3M | -51.0% | -3.6% | -47.4% | -49.8% |
| 6M | +15.8% | +17.4% | -1.6% | +8.9% |
| YTD | +58.9% | +73.7% | -14.9% | +19.4% |
| 1Y | +68.5% | +41.5% | +27.0% | +42.6% |
| All | +68.5% | +42.4% | +26.1% | +42.6% |
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 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