+52.0%
STT vs CGNX
+31.4%
+20.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.7% | +10.9% | +2.7% |
| 7D | -0.1% | -9.2% | +9.1% | +0.5% |
| 30D | -1.7% | -17.6% | +15.9% | -0.6% |
| 3M | -6.4% | -25.7% | +19.3% | -5.1% |
| 6M | +17.7% | -5.5% | +23.2% | +18.3% |
| YTD | +36.9% | +48.1% | -11.2% | +35.1% |
| 1Y | +52.0% | +33.5% | +18.5% | +54.7% |
| All | +52.0% | +31.4% | +20.6% | +54.7% |
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 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