-5.7%
SWKS vs CGNX
+43.9%
-49.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.3% | +10.1% | +9.9% |
| 7D | +17.5% | +1.5% | +16.0% | +16.9% |
| 30D | +23.0% | -1.8% | +24.8% | +23.3% |
| 3M | +19.5% | +5.3% | +14.3% | +16.6% |
| 6M | +54.3% | +22.3% | +32.0% | +42.5% |
| YTD | +35.3% | +72.2% | -36.9% | +4.0% |
| 1Y | +17.9% | +39.8% | -22.0% | -0.9% |
| All | -5.7% | +43.9% | -49.6% | -30.7% |
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