+30.9%
CGNX vs ESTC
+19.3%
+11.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.6% |
| 7D | +1.5% | -13.2% | +14.6% | +5.0% |
| 30D | -1.8% | +9.3% | -11.1% | -5.2% |
| 3M | +5.3% | +37.3% | -32.1% | -4.9% |
| 6M | +22.3% | +61.0% | -38.7% | +4.7% |
| YTD | +72.2% | +10.7% | +61.5% | +61.0% |
| 1Y | +39.8% | -7.2% | +47.0% | +35.5% |
| 3Y | +44.8% | +7.2% | +37.6% | +22.5% |
| 5Y | -27.0% | -47.7% | +20.7% | -29.0% |
| All | +30.9% | +19.3% | +11.7% | -20.3% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling