+10,769.8%
EAT vs CGNX
+12,360.6%
-1,590.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -6.2% | +1.5% | -7.7% | -6.5% |
| 30D | -3.0% | -1.8% | -1.2% | -2.9% |
| 3M | +45.6% | +5.3% | +40.4% | +43.0% |
| 6M | +53.5% | +22.3% | +31.2% | +46.4% |
| YTD | +49.6% | +72.2% | -22.6% | +31.3% |
| 1Y | +38.9% | +39.8% | -0.9% | +26.3% |
| 3Y | +589.7% | +44.8% | +544.8% | +509.1% |
| 5Y | +318.7% | -27.0% | +345.7% | +317.0% |
| 10Y | +380.1% | +177.7% | +202.4% | +272.6% |
| All | +10,769.8% | +12,360.6% | -1,590.8% | +3,807.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling