+185.8%
CGNX vs SHAK
+87.2%
+98.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.2% | +0.9% | +3.4% |
| 7D | +3.2% | -8.3% | +11.4% | +5.1% |
| 30D | +6.0% | -12.6% | +18.6% | +9.1% |
| 3M | +3.5% | +9.1% | -5.6% | +0.8% |
| 6M | +26.3% | -31.2% | +57.5% | +33.4% |
| YTD | +79.2% | -21.6% | +100.8% | +81.2% |
| 1Y | +43.8% | -38.8% | +82.6% | +54.3% |
| 3Y | +52.0% | +0.6% | +51.3% | +32.2% |
| 5Y | -24.0% | -22.5% | -1.5% | -33.3% |
| All | +185.8% | +87.2% | +98.6% | +74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling