+39.7%
EFX vs CGNX
+193.6%
-153.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.4% |
| 7D | -4.5% | +3.2% | -7.7% | -5.3% |
| 30D | -6.1% | +6.0% | -12.1% | -7.9% |
| 3M | +6.2% | +3.5% | +2.7% | +3.6% |
| 6M | -11.2% | +26.3% | -37.5% | -18.7% |
| YTD | -21.4% | +79.2% | -100.7% | -37.1% |
| 1Y | -34.3% | +43.8% | -78.1% | -44.3% |
| 3Y | -12.5% | +52.0% | -64.5% | -30.5% |
| 5Y | -35.6% | -24.0% | -11.5% | -38.6% |
| All | +39.7% | +193.6% | -153.9% | -18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling