+50.8%
SWKS vs CGNX
+94.1%
-43.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.6% |
| 7D | +9.4% | +4.7% | +4.8% | +7.0% |
| 30D | +17.0% | -12.7% | +29.6% | +23.8% |
| 3M | +28.9% | -18.7% | +47.6% | +39.5% |
| 6M | +33.1% | -21.2% | +54.3% | +45.3% |
| YTD | +44.8% | +39.6% | +5.2% | +9.3% |
| 1Y | +36.2% | +35.6% | +0.7% | +4.2% |
| 3Y | +11.5% | +44.7% | -33.2% | -23.9% |
| 5Y | -37.1% | -37.8% | +0.7% | -32.5% |
| All | +50.8% | +94.1% | -43.3% | -12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling