+33.5%
CGNX vs ESTC
+1.6%
+32.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.9% | -7.8% | -8.7% |
| 7D | -9.2% | -15.9% | +6.7% | -9.5% |
| 30D | -17.6% | -5.5% | -12.1% | -17.6% |
| 3M | -25.7% | +26.2% | -51.9% | -24.7% |
| 6M | -5.5% | +77.0% | -82.5% | -3.0% |
| YTD | +48.1% | +18.9% | +29.2% | +47.8% |
| 1Y | +33.5% | +1.3% | +32.2% | +29.6% |
| All | +33.5% | +1.6% | +32.0% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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