+43.3%
SHEL vs CGNX
+31.4%
+11.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.7% | +6.4% | -2.8% |
| 7D | -3.2% | -9.2% | +6.0% | -3.7% |
| 30D | +5.5% | -17.6% | +23.1% | +4.3% |
| 3M | +14.4% | -25.7% | +40.1% | +12.4% |
| 6M | +16.2% | -5.5% | +21.7% | +16.0% |
| YTD | +42.4% | +48.1% | -5.7% | +44.9% |
| 1Y | +43.3% | +33.5% | +9.8% | +46.5% |
| All | +43.3% | +31.4% | +11.8% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling