-50.0%
STZ vs CGNX
+44.3%
-94.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.5% |
| 7D | -6.0% | +3.2% | -9.3% | -6.2% |
| 30D | -8.9% | -3.7% | -5.1% | -8.7% |
| 3M | -12.6% | +1.0% | -13.6% | -12.9% |
| 6M | -17.2% | +22.1% | -39.3% | -18.9% |
| YTD | -10.0% | +72.7% | -82.7% | -15.0% |
| 1Y | -14.3% | +40.4% | -54.7% | -17.5% |
| All | -50.0% | +44.3% | -94.3% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling