+1,256.8%
SMH vs CGNX
+481.9%
+775.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | -0.3% |
| 7D | +0.3% | +3.2% | -2.9% | -1.1% |
| 30D | -2.8% | +6.0% | -8.8% | -5.4% |
| 3M | -6.7% | +3.5% | -10.3% | -8.3% |
| 6M | +41.8% | +26.3% | +15.5% | +27.8% |
| YTD | +57.9% | +79.2% | -21.4% | +16.6% |
| 1Y | +87.6% | +43.8% | +43.8% | +51.3% |
| 3Y | +282.9% | +52.0% | +231.0% | +186.9% |
| 5Y | +330.4% | -24.0% | +354.5% | +329.4% |
| 10Y | +1,857.0% | +189.1% | +1,667.9% | +917.6% |
| All | +1,256.8% | +481.9% | +775.0% | +182.9% |
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