+6,161.3%
EFX vs CGNX
+12,871.6%
-6,710.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.1% |
| 7D | -4.5% | +3.2% | -7.7% | -5.0% |
| 30D | -6.1% | +6.0% | -12.1% | -7.2% |
| 3M | +6.2% | +3.5% | +2.7% | +4.6% |
| 6M | -11.2% | +26.3% | -37.5% | -15.8% |
| YTD | -21.4% | +79.2% | -100.7% | -30.9% |
| 1Y | -34.3% | +43.8% | -78.1% | -40.4% |
| 3Y | -12.5% | +52.0% | -64.5% | -22.7% |
| 5Y | -35.6% | -24.0% | -11.5% | -36.9% |
| 10Y | +41.8% | +189.1% | -147.3% | +10.1% |
| All | +6,161.3% | +12,871.6% | -6,710.4% | +2,235.1% |
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