-28.5%
ELF vs CGNX
+49.8%
-78.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | 0.0% |
| 7D | -11.6% | +3.2% | -14.8% | -12.4% |
| 30D | +4.6% | +6.0% | -1.4% | +2.6% |
| 3M | +59.7% | +3.5% | +56.2% | +56.4% |
| 6M | +21.2% | +26.3% | -5.1% | +10.9% |
| YTD | +27.4% | +79.2% | -51.8% | -1.2% |
| 1Y | -29.8% | +43.8% | -73.6% | -40.4% |
| 3Y | -28.5% | +52.0% | -80.4% | -42.0% |
| All | -28.5% | +49.8% | -78.2% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling