+319.9%
EAT vs CGNX
-25.4%
+345.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -2.3% |
| 7D | -7.7% | +3.2% | -10.9% | -8.6% |
| 30D | -13.6% | +6.0% | -19.6% | -15.4% |
| 3M | +33.9% | +3.5% | +30.3% | +30.4% |
| 6M | +47.2% | +26.3% | +20.9% | +34.4% |
| YTD | +48.1% | +79.2% | -31.2% | +16.0% |
| 1Y | +33.7% | +43.8% | -10.1% | +12.3% |
| 3Y | +595.8% | +52.0% | +543.8% | +434.8% |
| All | +319.9% | -25.4% | +345.3% | +265.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 5y: compounded portfolio wealth divided by compounded CGNX 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…
5y analysis · Full analysis span regression · 6 months rolling