+842.3%
EEM vs CGNX
+1,718.4%
-876.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | -0.1% |
| 7D | -1.3% | +3.2% | -4.4% | -2.3% |
| 30D | +2.1% | +6.0% | -3.9% | -0.1% |
| 3M | +1.0% | +3.5% | -2.5% | -0.7% |
| 6M | +15.9% | +26.3% | -10.4% | +6.6% |
| YTD | +24.6% | +79.2% | -54.6% | -0.6% |
| 1Y | +32.3% | +43.8% | -11.5% | +12.2% |
| 3Y | +85.9% | +52.0% | +34.0% | +46.5% |
| 5Y | +45.4% | -24.0% | +69.4% | +39.5% |
| 10Y | +130.1% | +189.1% | -59.0% | +21.8% |
| All | +842.3% | +1,718.4% | -876.1% | +93.6% |
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