+277.7%
ELF vs CGNX
+157.6%
+120.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | -6.8% | +3.2% | -10.0% | -7.6% |
| 30D | +5.1% | -3.7% | +8.8% | +5.9% |
| 3M | +79.8% | +1.0% | +78.7% | +77.2% |
| 6M | +29.7% | +22.1% | +7.6% | +20.2% |
| YTD | +31.6% | +72.7% | -41.1% | +5.7% |
| 1Y | -27.9% | +40.4% | -68.3% | -38.1% |
| 3Y | -26.4% | +45.2% | -71.7% | -39.8% |
| 5Y | +235.6% | -26.7% | +262.3% | +223.4% |
| All | +277.7% | +157.6% | +120.1% | +147.6% |
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