+174.7%
SLV vs CGNX
+49.8%
+124.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +0.7% |
| 7D | -2.8% | +3.2% | -6.0% | -3.1% |
| 30D | -1.6% | +6.0% | -7.6% | -2.1% |
| 3M | -4.4% | +3.5% | -8.0% | -4.9% |
| 6M | -25.4% | +26.3% | -51.7% | -26.4% |
| YTD | -9.8% | +79.2% | -89.0% | -13.2% |
| 1Y | +53.8% | +43.8% | +10.0% | +50.5% |
| 3Y | +174.7% | +52.0% | +122.7% | +151.7% |
| All | +174.7% | +49.8% | +124.9% | +151.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling