+1,057.8%
EIX vs CGNX
+12,360.6%
-11,302.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +0.8% | +1.5% | -0.7% | +0.7% |
| 30D | -18.8% | -1.8% | -17.0% | -18.8% |
| 3M | -19.7% | +5.3% | -24.9% | -20.4% |
| 6M | -18.2% | +22.3% | -40.5% | -20.2% |
| YTD | -1.7% | +72.2% | -73.9% | -7.4% |
| 1Y | +7.8% | +39.8% | -32.1% | +3.2% |
| 3Y | -5.6% | +44.8% | -50.5% | -11.1% |
| 5Y | +23.7% | -27.0% | +50.7% | +22.0% |
| 10Y | +21.4% | +177.7% | -156.3% | +6.4% |
| All | +1,057.8% | +12,360.6% | -11,302.8% | +688.5% |
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