+9,750.8%
SWKS vs CGNX
+10,001.4%
-250.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | +9.4% | +4.7% | +4.8% | +7.5% |
| 30D | +17.0% | -12.7% | +29.6% | +22.4% |
| 3M | +28.9% | -18.7% | +47.6% | +37.4% |
| 6M | +33.1% | -21.2% | +54.3% | +43.0% |
| YTD | +44.8% | +39.6% | +5.2% | +18.9% |
| 1Y | +36.2% | +35.6% | +0.7% | +13.0% |
| 3Y | +11.5% | +44.7% | -33.2% | -12.6% |
| 5Y | -37.1% | -37.8% | +0.7% | -32.8% |
| 10Y | +49.9% | +95.1% | -45.2% | +2.5% |
| All | +9,750.8% | +10,001.4% | -250.6% | +2,306.0% |
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