+12,638.7%
ECL vs CGNX
+12,871.6%
-232.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +1.2% |
| 7D | -1.1% | +3.2% | -4.3% | -1.5% |
| 30D | -0.8% | +6.0% | -6.8% | -1.7% |
| 3M | +5.0% | +3.5% | +1.5% | +4.1% |
| 6M | +0.2% | +26.3% | -26.0% | -3.4% |
| YTD | +5.8% | +79.2% | -73.5% | -3.5% |
| 1Y | +1.5% | +43.8% | -42.3% | -5.1% |
| 3Y | +55.0% | +52.0% | +3.0% | +40.7% |
| 5Y | +29.3% | -24.0% | +53.3% | +26.9% |
| 10Y | +159.3% | +189.1% | -29.8% | +114.6% |
| All | +12,638.7% | +12,871.6% | -232.9% | +7,305.5% |
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