+9,818.1%
STZ vs CGNX
+5,965.0%
+3,853.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.0% |
| 7D | -1.9% | +3.0% | -4.9% | -2.3% |
| 30D | -1.9% | -11.8% | +10.0% | -0.6% |
| 3M | -6.2% | -3.6% | -2.6% | -6.3% |
| 6M | -14.0% | +17.4% | -31.4% | -16.3% |
| YTD | -5.1% | +73.7% | -78.9% | -12.8% |
| 1Y | -9.6% | +41.5% | -51.1% | -15.1% |
| 3Y | -47.2% | +34.1% | -81.3% | -51.1% |
| 5Y | -33.6% | -27.3% | -6.3% | -34.8% |
| 10Y | -9.8% | +166.6% | -176.4% | -25.5% |
| All | +9,818.1% | +5,965.0% | +3,853.2% | +6,252.7% |
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