-25.9%
STRL vs CGNX
+31.4%
-57.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -8.7% | -12.8% | -15.5% |
| 7D | -27.1% | -9.2% | -17.9% | -21.1% |
| 30D | -45.8% | -17.6% | -28.2% | -37.7% |
| 3M | -47.6% | -25.7% | -21.9% | -36.0% |
| 6M | -46.4% | -5.5% | -40.9% | -41.5% |
| YTD | -7.4% | +48.1% | -55.5% | -20.7% |
| 1Y | -25.9% | +33.5% | -59.4% | -28.1% |
| All | -25.9% | +31.4% | -57.3% | -28.1% |
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