+42.5%
CGNX vs EQH
+234.7%
-192.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.4% |
| 7D | +3.2% | +0.7% | +2.4% | +2.8% |
| 30D | +6.0% | +2.8% | +3.2% | +4.4% |
| 3M | +3.5% | +23.1% | -19.5% | -7.6% |
| 6M | +26.3% | +41.4% | -15.1% | +4.3% |
| YTD | +79.2% | +14.3% | +65.0% | +63.7% |
| 1Y | +43.8% | +1.6% | +42.2% | +39.0% |
| 3Y | +52.0% | +102.7% | -50.8% | +2.5% |
| 5Y | -24.0% | +104.5% | -128.6% | -50.2% |
| All | +42.5% | +234.7% | -192.2% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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