+16.6%
EIX vs CGNX
+31.4%
-14.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -8.7% | +11.8% | +3.2% |
| 7D | +4.5% | -9.2% | +13.7% | +4.6% |
| 30D | +15.2% | -17.6% | +32.8% | +15.5% |
| 3M | -11.6% | -25.7% | +14.1% | -11.1% |
| 6M | -8.4% | -5.5% | -2.9% | -9.5% |
| YTD | +8.2% | +48.1% | -39.9% | +5.1% |
| 1Y | +16.6% | +33.5% | -16.9% | +13.6% |
| All | +16.6% | +31.4% | -14.9% | +13.6% |
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