+365.4%
STX vs CGNX
+42.4%
+323.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.9% | +5.2% |
| 7D | +2.4% | +3.0% | -0.6% | +1.0% |
| 30D | +1.4% | -11.8% | +13.2% | +7.4% |
| 3M | -8.2% | -3.6% | -4.6% | -6.2% |
| 6M | +127.0% | +17.4% | +109.6% | +115.8% |
| YTD | +209.1% | +73.7% | +135.4% | +153.3% |
| 1Y | +365.4% | +41.5% | +323.9% | +301.5% |
| All | +365.4% | +42.4% | +323.0% | +301.5% |
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