+46.0%
CGNX vs ESTC
+7.0%
+39.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.1% |
| 7D | +1.5% | -13.2% | +14.6% | +2.9% |
| 30D | -1.8% | +9.3% | -11.1% | -3.3% |
| 3M | +5.3% | +37.3% | -32.1% | +0.7% |
| 6M | +22.3% | +61.0% | -38.7% | +14.2% |
| YTD | +72.2% | +10.7% | +61.5% | +68.3% |
| 1Y | +39.8% | -7.2% | +47.0% | +39.8% |
| All | +46.0% | +7.0% | +39.0% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling