+41.0%
ELV vs CGNX
+36.3%
+4.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.7% | +8.0% | +1.6% |
| 7D | +4.6% | -3.8% | +8.3% | +4.7% |
| 30D | +6.4% | -8.6% | +15.0% | +6.7% |
| 3M | +5.4% | -5.7% | +11.1% | +5.2% |
| 6M | +46.7% | +25.2% | +21.5% | +42.2% |
| YTD | +22.8% | +67.2% | -44.4% | +14.5% |
| All | +41.0% | +36.3% | +4.7% | +36.9% |
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 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