+47.9%
SW vs CGNX
+34.8%
+13.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | +2.3% | -14.9% | +17.2% | +5.4% |
| 30D | +6.8% | -21.9% | +28.7% | +11.7% |
| 3M | -5.2% | -29.0% | +23.8% | +0.8% |
| 6M | +7.4% | -23.0% | +30.5% | +11.6% |
| YTD | +17.4% | +33.4% | -16.0% | +6.4% |
| 1Y | +27.1% | +21.6% | +5.5% | +17.6% |
| 3Y | +47.9% | +35.8% | +12.1% | +28.7% |
| All | +47.9% | +34.8% | +13.1% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling