-2.1%
SHOP vs CGNX
+21.7%
-23.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | -13.2% | +1.5% | -14.7% | -13.2% |
| 30D | -17.0% | -1.8% | -15.3% | -17.0% |
| 3M | +17.0% | +5.3% | +11.7% | +14.0% |
| 6M | -2.1% | +22.3% | -24.4% | -14.1% |
| All | -2.1% | +21.7% | -23.8% | -14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling