+55.9%
SOXL vs CGNX
+31.4%
+24.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -8.7% | -0.1% | +1.3% |
| 7D | -37.9% | -9.2% | -28.7% | -29.6% |
| 30D | -59.4% | -17.6% | -41.8% | -48.1% |
| 3M | -52.3% | -25.7% | -26.6% | -31.1% |
| 6M | -47.7% | -5.5% | -42.2% | -29.4% |
| YTD | +58.8% | +48.1% | +10.7% | +49.3% |
| 1Y | +55.9% | +33.5% | +22.4% | +81.3% |
| All | +55.9% | +31.4% | +24.5% | +81.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling