+215.9%
ELF vs CGNX
-25.4%
+241.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | -0.1% |
| 7D | -11.6% | +3.2% | -14.8% | -12.5% |
| 30D | +4.6% | +6.0% | -1.4% | +2.3% |
| 3M | +59.7% | +3.5% | +56.2% | +56.1% |
| 6M | +21.2% | +26.3% | -5.1% | +10.1% |
| YTD | +27.4% | +79.2% | -51.8% | -2.2% |
| 1Y | -29.8% | +43.8% | -73.6% | -41.3% |
| 3Y | -28.5% | +52.0% | -80.4% | -44.6% |
| All | +215.9% | -25.4% | +241.3% | +178.1% |
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