+7,347.1%
SHOP vs CGNX
+175.2%
+7,171.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | -13.2% | +1.5% | -14.7% | -13.8% |
| 30D | -17.0% | -1.8% | -15.3% | -16.8% |
| 3M | +17.0% | +5.3% | +11.7% | +10.9% |
| 6M | -2.1% | +22.3% | -24.4% | -15.3% |
| YTD | -21.4% | +72.2% | -93.5% | -47.5% |
| 1Y | -11.0% | +39.8% | -50.8% | -33.8% |
| 3Y | +100.9% | +44.8% | +56.1% | +35.8% |
| 5Y | -14.7% | -27.0% | +12.3% | -14.4% |
| 10Y | +2,984.8% | +177.7% | +2,807.1% | +1,716.9% |
| All | +7,347.1% | +175.2% | +7,171.8% | +4,422.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling