+317.7%
SOXL vs CGNX
+45.2%
+272.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.1% | +1.1% | +0.8% |
| 7D | +3.9% | +3.2% | +0.7% | +0.4% |
| 30D | -14.3% | +6.0% | -20.3% | -18.7% |
| 3M | -45.6% | +3.5% | -49.2% | -42.4% |
| 6M | +117.2% | +26.3% | +90.9% | +115.1% |
| YTD | +189.8% | +79.2% | +110.6% | +104.6% |
| 1Y | +317.7% | +43.8% | +273.9% | +283.7% |
| All | +317.7% | +45.2% | +272.6% | +283.7% |
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 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