+946.5%
CGNX vs EFV
+255.9%
+690.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.1% |
| 7D | +3.2% | -0.8% | +4.0% | +4.0% |
| 30D | +6.0% | +0.6% | +5.4% | +5.4% |
| 3M | +3.5% | +7.5% | -4.0% | -3.1% |
| 6M | +26.3% | +13.0% | +13.3% | +13.3% |
| YTD | +79.2% | +18.3% | +60.9% | +54.1% |
| 1Y | +43.8% | +26.7% | +17.1% | +16.3% |
| 3Y | +52.0% | +89.6% | -37.6% | -14.3% |
| 5Y | -24.0% | +98.2% | -122.3% | -58.7% |
| 10Y | +189.1% | +167.4% | +21.7% | +23.9% |
| All | +946.5% | +255.9% | +690.6% | +256.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling