+26.5%
SW vs CGNX
+34.8%
-8.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.6% | -1.0% |
| 7D | -2.6% | -2.5% | 0.0% | -2.3% |
| 30D | +7.2% | -16.3% | +23.5% | +9.8% |
| 3M | -10.5% | -17.7% | +7.2% | -8.4% |
| 6M | +9.9% | -22.9% | +32.8% | +13.2% |
| YTD | +17.2% | +44.4% | -27.1% | +8.0% |
| 1Y | +26.5% | +35.6% | -9.1% | +19.4% |
| All | +26.5% | +34.8% | -8.3% | +19.4% |
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