+265.2%
SU vs CGNX
+193.6%
+71.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.9% |
| 7D | +2.2% | +3.2% | -0.9% | +1.6% |
| 30D | +8.4% | +6.0% | +2.4% | +7.0% |
| 3M | +12.1% | +3.5% | +8.5% | +10.2% |
| 6M | +19.7% | +26.3% | -6.6% | +11.9% |
| YTD | +58.4% | +79.2% | -20.8% | +34.0% |
| 1Y | +67.2% | +43.8% | +23.4% | +47.8% |
| 3Y | +125.0% | +52.0% | +73.1% | +87.7% |
| 5Y | +355.1% | -24.0% | +379.1% | +343.5% |
| All | +265.2% | +193.6% | +71.6% | +157.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling