+18.0%
CGNX vs EFV
+22.9%
-4.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.9% | -8.6% | -8.5% |
| 7D | -19.5% | +0.3% | -19.8% | -19.6% |
| 30D | -28.4% | +1.2% | -29.6% | -29.2% |
| 3M | -32.7% | -2.1% | -30.7% | -31.0% |
| 6M | -19.0% | +6.4% | -25.5% | -24.5% |
| YTD | +32.6% | +14.8% | +17.8% | +10.0% |
| 1Y | +18.0% | +22.4% | -4.4% | -9.9% |
| All | +18.0% | +22.9% | -4.9% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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