-4.0%
SW vs CGNX
+39.9%
-43.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -6.7% | +1.5% | -8.2% | -7.0% |
| 30D | -14.2% | -1.8% | -12.4% | -14.0% |
| 3M | +9.4% | +5.3% | +4.1% | +7.4% |
| 6M | +0.8% | +22.3% | -21.5% | -3.8% |
| YTD | +12.4% | +72.2% | -59.8% | -2.4% |
| 1Y | -4.0% | +39.8% | -43.8% | -11.3% |
| All | -4.0% | +39.9% | -43.9% | -11.3% |
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