-43.9%
SWKS vs CGNX
-25.4%
-18.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.1% | +1.0% | +3.4% |
| 7D | +19.4% | +3.2% | +16.2% | +17.8% |
| 30D | +26.8% | +6.0% | +20.8% | +23.2% |
| 3M | +21.5% | +3.5% | +17.9% | +18.5% |
| 6M | +61.0% | +26.3% | +34.7% | +43.5% |
| YTD | +42.2% | +79.2% | -37.0% | +1.7% |
| 1Y | +22.1% | +43.8% | -21.7% | -3.2% |
| 3Y | -0.9% | +52.0% | -52.8% | -29.4% |
| All | -43.9% | -25.4% | -18.4% | -46.6% |
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