+1,473.0%
EL vs CGNX
+903.5%
+569.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -0.1% |
| 7D | -6.5% | +3.2% | -9.7% | -7.1% |
| 30D | +11.1% | +6.0% | +5.1% | +9.6% |
| 3M | +10.7% | +3.5% | +7.2% | +9.1% |
| 6M | +6.9% | +26.3% | -19.4% | +1.1% |
| YTD | -6.3% | +79.2% | -85.5% | -18.1% |
| 1Y | +13.5% | +43.8% | -30.3% | +3.1% |
| 3Y | -33.1% | +52.0% | -85.0% | -40.6% |
| 5Y | -68.8% | -24.0% | -44.7% | -69.1% |
| 10Y | +26.1% | +189.1% | -163.0% | -1.3% |
| All | +1,473.0% | +903.5% | +569.6% | +729.9% |
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 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