+2,195.3%
ED vs CGNX
+12,360.6%
-10,165.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.9% | +1.5% | -3.3% | -1.9% |
| 30D | +0.1% | -1.8% | +1.9% | +0.1% |
| 3M | 0.0% | +5.3% | -5.3% | -0.4% |
| 6M | -2.5% | +22.3% | -24.8% | -3.8% |
| YTD | +10.1% | +72.2% | -62.1% | +6.5% |
| 1Y | +13.6% | +39.8% | -26.3% | +10.8% |
| 3Y | +32.4% | +44.8% | -12.4% | +27.8% |
| 5Y | +69.9% | -27.0% | +96.9% | +68.4% |
| 10Y | +109.2% | +177.7% | -68.5% | +91.9% |
| All | +2,195.3% | +12,360.6% | -10,165.3% | +1,607.1% |
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