+19,294.4%
STRL vs CGNX
+5,113.1%
+14,181.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +5.4% | +1.5% | +3.9% | +5.1% |
| 30D | -9.0% | -1.8% | -7.2% | -8.6% |
| 3M | -37.1% | +5.3% | -42.3% | -37.4% |
| 6M | +17.8% | +22.3% | -4.5% | +14.8% |
| YTD | +58.3% | +72.2% | -13.9% | +43.4% |
| 1Y | +61.0% | +39.8% | +21.2% | +51.8% |
| 3Y | +517.8% | +44.8% | +473.0% | +473.9% |
| 5Y | +2,119.0% | -27.0% | +2,146.1% | +2,169.3% |
| 10Y | +7,147.5% | +177.7% | +6,969.8% | +5,952.1% |
| All | +19,294.4% | +5,113.1% | +14,181.3% | +16,269.7% |
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 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