+570.7%
EME vs CGNX
-25.4%
+596.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.1% | +0.2% | +3.1% |
| 7D | +3.5% | +3.2% | +0.3% | +2.6% |
| 30D | -6.3% | +6.0% | -12.3% | -8.0% |
| 3M | -3.8% | +3.5% | -7.3% | -4.8% |
| 6M | +8.5% | +26.3% | -17.8% | +1.5% |
| YTD | +27.8% | +79.2% | -51.4% | +5.8% |
| 1Y | +22.2% | +43.8% | -21.6% | +8.6% |
| 3Y | +253.5% | +52.0% | +201.5% | +196.8% |
| All | +570.7% | -25.4% | +596.1% | +495.8% |
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