+11,256.6%
STZ vs CGNX
+4,772.4%
+6,484.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | +2.6% | +4.7% | -2.1% | +2.0% |
| 30D | +15.2% | -12.7% | +27.9% | +16.6% |
| 3M | +7.6% | -18.7% | +26.3% | +9.5% |
| 6M | +5.3% | -21.2% | +26.5% | +6.9% |
| YTD | +8.6% | +39.6% | -30.9% | +1.8% |
| 1Y | +15.6% | +35.6% | -20.0% | +8.6% |
| 3Y | -35.2% | +44.7% | -79.9% | -40.9% |
| 5Y | -29.1% | -37.8% | +8.7% | -29.3% |
| 10Y | +12.9% | +95.1% | -82.2% | -3.9% |
| All | +11,256.6% | +4,772.4% | +6,484.1% | +7,318.1% |
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