+724.4%
SW vs CGNX
+805.8%
-81.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.4% | -5.1% | -0.2% |
| 7D | +1.8% | -10.8% | +12.6% | +2.7% |
| 30D | +7.0% | -20.0% | +27.0% | +8.9% |
| 3M | -7.6% | -24.6% | +17.0% | -5.7% |
| 6M | +8.5% | -23.1% | +31.7% | +10.5% |
| YTD | +17.7% | +40.5% | -22.8% | +13.3% |
| 1Y | +27.1% | +29.0% | -2.0% | +23.2% |
| 3Y | +48.2% | +44.8% | +3.4% | +41.2% |
| 5Y | -2.3% | -37.5% | +35.1% | -4.0% |
| 10Y | +183.3% | +97.1% | +86.2% | +172.0% |
| All | +724.4% | +805.8% | -81.4% | +792.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling