-2.6%
SW vs CGNX
-39.4%
+36.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.8% |
| 3M | -5.2% | -29.0% | +23.8% | +0.8% |
| 6M | +7.4% | -23.0% | +30.5% | +11.7% |
| YTD | +17.4% | +33.4% | -16.0% | +6.8% |
| 1Y | +27.1% | +21.6% | +5.5% | +18.0% |
| 3Y | +47.9% | +35.8% | +12.1% | +28.3% |
| All | -2.6% | -39.4% | +36.9% | -4.1% |
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