+38.1%
SOXX vs CGNX
+20.0%
+18.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | -13.1% | -14.9% | +1.8% | -7.1% |
| 30D | -29.7% | -21.9% | -7.8% | -22.3% |
| 3M | -23.0% | -29.0% | +6.0% | -12.2% |
| 6M | -19.1% | -23.0% | +3.9% | -9.3% |
| YTD | +36.2% | +33.4% | +2.9% | +33.2% |
| 1Y | +38.1% | +21.6% | +16.5% | +41.3% |
| All | +38.1% | +20.0% | +18.1% | +41.3% |
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