+28.1%
SW vs CGNX
+31.4%
-3.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -8.7% | +12.8% | +5.4% |
| 7D | +12.1% | -9.2% | +21.2% | +13.5% |
| 30D | +6.6% | -17.6% | +24.1% | +9.6% |
| 3M | -6.0% | -25.7% | +19.7% | -1.7% |
| 6M | +21.5% | -5.5% | +27.0% | +21.3% |
| YTD | +20.3% | +48.1% | -27.8% | +10.3% |
| 1Y | +28.1% | +33.5% | -5.4% | +22.7% |
| All | +28.1% | +31.4% | -3.3% | +22.7% |
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 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