+86.2%
SU vs CGNX
+31.4%
+54.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -8.7% | +4.2% | -5.0% |
| 7D | -7.1% | -9.2% | +2.1% | -7.6% |
| 30D | +4.8% | -17.6% | +22.3% | +3.6% |
| 3M | +12.5% | -25.7% | +38.2% | +10.6% |
| 6M | +6.5% | -5.5% | +11.9% | +6.5% |
| YTD | +65.8% | +48.1% | +17.7% | +69.6% |
| 1Y | +86.2% | +33.5% | +52.6% | +90.9% |
| All | +86.2% | +31.4% | +54.7% | +90.9% |
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