+36.3%
CGNX vs ESTC
+19.1%
+17.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | +3.2% | -9.2% | +12.3% | +5.6% |
| 30D | +6.0% | +8.1% | -2.1% | +2.6% |
| 3M | +3.5% | +38.5% | -34.9% | -6.6% |
| 6M | +26.3% | +57.8% | -31.5% | +8.8% |
| YTD | +79.2% | +10.5% | +68.7% | +67.7% |
| 1Y | +43.8% | -6.4% | +50.2% | +39.0% |
| 3Y | +52.0% | +4.7% | +47.3% | +29.6% |
| 5Y | -24.0% | -47.8% | +23.7% | -26.1% |
| All | +36.3% | +19.1% | +17.2% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling