-68.5%
EL vs CGNX
-25.4%
-43.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -0.8% |
| 7D | -6.5% | +3.2% | -9.7% | -7.5% |
| 30D | +11.1% | +6.0% | +5.1% | +8.3% |
| 3M | +10.7% | +3.5% | +7.2% | +7.5% |
| 6M | +6.9% | +26.3% | -19.4% | -4.6% |
| YTD | -6.3% | +79.2% | -85.5% | -29.7% |
| 1Y | +13.5% | +43.8% | -30.3% | -7.4% |
| 3Y | -33.1% | +52.0% | -85.0% | -50.3% |
| All | -68.5% | -25.4% | -43.1% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling