+2,082.1%
STRL vs CGNX
-25.4%
+2,107.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.1% | +1.3% | +3.4% |
| 7D | +5.0% | +3.2% | +1.9% | +3.5% |
| 30D | -6.9% | +6.0% | -12.9% | -9.1% |
| 3M | -39.1% | +3.5% | -42.6% | -39.8% |
| 6M | +21.5% | +26.3% | -4.8% | +12.1% |
| YTD | +66.9% | +79.2% | -12.4% | +29.6% |
| 1Y | +61.6% | +43.8% | +17.8% | +38.3% |
| 3Y | +560.0% | +52.0% | +508.1% | +432.7% |
| All | +2,082.1% | -25.4% | +2,107.5% | +1,930.7% |
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