-2.3%
SW vs CGNX
-27.3%
+24.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.7% |
| 7D | -5.1% | +3.0% | -8.1% | -5.7% |
| 30D | -4.6% | -11.8% | +7.3% | -2.2% |
| 3M | +9.4% | -3.6% | +13.0% | +9.6% |
| 6M | +3.5% | +17.4% | -13.9% | -0.7% |
| YTD | +22.0% | +73.7% | -51.7% | +6.3% |
| 1Y | +2.2% | +41.5% | -39.3% | -7.2% |
| 3Y | +19.6% | +34.1% | -14.5% | +4.9% |
| All | -2.3% | -27.3% | +24.9% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling