+113.8%
SYY vs CGNX
+193.6%
-79.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +0.4% |
| 7D | +3.9% | +3.2% | +0.8% | +3.4% |
| 30D | -1.7% | +6.0% | -7.7% | -2.9% |
| 3M | +5.2% | +3.5% | +1.6% | +3.7% |
| 6M | -0.2% | +26.3% | -26.5% | -5.6% |
| YTD | +15.4% | +79.2% | -63.9% | +0.7% |
| 1Y | +5.6% | +43.8% | -38.2% | -4.5% |
| 3Y | +28.9% | +52.0% | -23.1% | +11.0% |
| 5Y | +24.1% | -24.0% | +48.1% | +21.6% |
| All | +113.8% | +193.6% | -79.8% | +27.4% |
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 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