+4,921.3%
SOXL vs CGNX
+193.6%
+4,727.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.1% | +1.1% | -0.7% |
| 7D | +3.9% | +3.2% | +0.7% | -0.7% |
| 30D | -14.3% | +6.0% | -20.3% | -20.7% |
| 3M | -45.6% | +3.5% | -49.2% | -42.9% |
| 6M | +117.2% | +26.3% | +90.9% | +90.0% |
| YTD | +189.8% | +79.2% | +110.6% | +8.9% |
| 1Y | +317.7% | +43.8% | +273.9% | +119.4% |
| 3Y | +478.6% | +52.0% | +426.7% | +184.8% |
| 5Y | +169.5% | -24.0% | +193.6% | +378.3% |
| All | +4,921.3% | +193.6% | +4,727.7% | +2,637.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling