+8,007.1%
SWKS vs CGNX
+12,473.7%
-4,466.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.6% |
| 7D | +12.5% | +3.0% | +9.5% | +11.3% |
| 30D | +10.5% | -11.8% | +22.3% | +15.4% |
| 3M | -7.4% | -3.6% | -3.8% | -6.8% |
| 6M | +32.7% | +17.4% | +15.3% | +23.0% |
| YTD | +19.2% | +73.7% | -54.6% | -8.9% |
| 1Y | +2.4% | +41.5% | -39.1% | -15.9% |
| 3Y | -25.6% | +34.1% | -59.7% | -39.3% |
| 5Y | -53.4% | -27.3% | -26.1% | -52.8% |
| 10Y | +23.2% | +166.6% | -143.5% | -24.2% |
| All | +8,007.1% | +12,473.7% | -4,466.6% | +1,743.4% |
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