+128.2%
SW vs CGNX
+171.4%
-43.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.6% |
| 7D | -7.0% | +3.2% | -10.2% | -7.5% |
| 30D | -10.5% | -3.7% | -6.8% | -10.1% |
| 3M | +3.0% | +1.0% | +1.9% | +2.4% |
| 6M | +2.3% | +22.1% | -19.7% | -1.4% |
| YTD | +12.4% | +72.7% | -60.3% | +1.3% |
| 1Y | -4.2% | +40.4% | -44.6% | -10.9% |
| 3Y | +22.7% | +45.2% | -22.5% | +10.5% |
| 5Y | -10.1% | -26.7% | +16.6% | -13.8% |
| 10Y | +128.2% | +178.5% | -50.4% | +60.0% |
| All | +128.2% | +171.4% | -43.3% | +60.0% |
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