-18.0%
ELF vs CGNX
+42.4%
-60.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.8% |
| 7D | +5.4% | +3.0% | +2.4% | +4.9% |
| 30D | +27.0% | -11.8% | +38.8% | +29.1% |
| 3M | +113.2% | -3.6% | +116.8% | +113.0% |
| 6M | +36.6% | +17.4% | +19.2% | +31.6% |
| YTD | +44.2% | +73.7% | -29.5% | +22.1% |
| 1Y | -18.0% | +41.5% | -59.5% | -22.7% |
| All | -18.0% | +42.4% | -60.4% | -22.7% |
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 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