-25.6%
EFX vs CGNX
+42.4%
-68.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.4% | -8.8% | -6.2% |
| 7D | -8.6% | +3.0% | -11.6% | -8.4% |
| 30D | +0.1% | -11.8% | +11.9% | -0.6% |
| 3M | +3.8% | -3.6% | +7.5% | +4.0% |
| 6M | -13.5% | +17.4% | -30.9% | -13.2% |
| YTD | -17.7% | +73.7% | -91.4% | -18.4% |
| 1Y | -25.6% | +41.5% | -67.1% | -25.6% |
| All | -25.6% | +42.4% | -68.0% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling