+18.0%
CGNX vs SHAK
-26.3%
+44.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.1% | -6.4% | -10.7% |
| 7D | -19.5% | -1.0% | -18.5% | -19.5% |
| 30D | -28.4% | +8.1% | -36.5% | -28.0% |
| 3M | -32.7% | -6.1% | -26.7% | -33.0% |
| 6M | -19.0% | -27.7% | +8.7% | -21.3% |
| YTD | +32.6% | -14.0% | +46.5% | +23.6% |
| 1Y | +18.0% | -27.1% | +45.1% | +18.2% |
| All | +18.0% | -26.3% | +44.3% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling