+62,613.0%
SU vs CGNX
+12,871.6%
+49,741.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.7% |
| 7D | +2.2% | +3.2% | -0.9% | +1.8% |
| 30D | +8.4% | +6.0% | +2.4% | +7.5% |
| 3M | +12.1% | +3.5% | +8.5% | +11.0% |
| 6M | +19.7% | +26.3% | -6.6% | +15.0% |
| YTD | +58.4% | +79.2% | -20.8% | +44.1% |
| 1Y | +67.2% | +43.8% | +23.4% | +55.8% |
| 3Y | +125.0% | +52.0% | +73.1% | +104.4% |
| 5Y | +355.1% | -24.0% | +379.1% | +344.5% |
| 10Y | +263.7% | +189.1% | +74.6% | +198.5% |
| All | +62,613.0% | +12,871.6% | +49,741.3% | +39,509.9% |
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 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