+177.1%
SW vs CGNX
+94.1%
+82.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -2.9% | +4.7% | -7.6% | -3.7% |
| 30D | +5.0% | -12.7% | +17.7% | +6.9% |
| 3M | -13.7% | -18.7% | +5.0% | -11.4% |
| 6M | +8.0% | -21.2% | +29.2% | +11.1% |
| YTD | +14.0% | +39.6% | -25.6% | +5.7% |
| 1Y | +25.6% | +35.6% | -9.9% | +16.9% |
| 3Y | +40.1% | +44.7% | -4.6% | +26.2% |
| 5Y | -2.6% | -37.8% | +35.1% | -4.4% |
| All | +177.1% | +94.1% | +82.9% | +110.9% |
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 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