+15,648.6%
STX vs CGNX
+1,672.8%
+13,975.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.1% | -7.8% | -5.4% |
| 7D | -2.3% | +3.2% | -5.4% | -3.6% |
| 30D | -5.5% | +6.0% | -11.5% | -7.4% |
| 3M | -4.3% | +3.5% | -7.8% | -5.3% |
| 6M | +115.6% | +26.3% | +89.3% | +97.8% |
| YTD | +202.2% | +79.2% | +122.9% | +136.6% |
| 1Y | +325.3% | +43.8% | +281.5% | +259.4% |
| 3Y | +1,283.9% | +52.0% | +1,232.0% | +996.4% |
| 5Y | +1,048.3% | -24.0% | +1,072.4% | +1,053.7% |
| 10Y | +3,387.3% | +189.1% | +3,198.2% | +1,827.6% |
| All | +15,648.6% | +1,672.8% | +13,975.8% | +3,465.7% |
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