+19,779.0%
SHW vs CGNX
+12,871.6%
+6,907.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +1.2% |
| 7D | -3.1% | +3.2% | -6.3% | -3.6% |
| 30D | -10.0% | +6.0% | -16.0% | -10.9% |
| 3M | +2.3% | +3.5% | -1.3% | +1.2% |
| 6M | +0.7% | +26.3% | -25.6% | -3.5% |
| YTD | +0.5% | +79.2% | -78.8% | -9.5% |
| 1Y | -11.5% | +43.8% | -55.3% | -18.0% |
| 3Y | +21.3% | +52.0% | -30.6% | +9.2% |
| 5Y | +12.5% | -24.0% | +36.6% | +10.6% |
| 10Y | +287.3% | +189.1% | +98.2% | +209.5% |
| All | +19,779.0% | +12,871.6% | +6,907.3% | +8,632.9% |
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