+62,927.0%
EME vs CGNX
+2,613.5%
+60,313.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.1% | +0.2% | +3.4% |
| 7D | +3.5% | +3.2% | +0.3% | +2.8% |
| 30D | -6.3% | +6.0% | -12.3% | -7.6% |
| 3M | -3.8% | +3.5% | -7.3% | -4.5% |
| 6M | +8.5% | +26.3% | -17.8% | +2.9% |
| YTD | +27.8% | +79.2% | -51.4% | +10.2% |
| 1Y | +22.2% | +43.8% | -21.6% | +10.8% |
| 3Y | +253.5% | +52.0% | +201.5% | +208.9% |
| 5Y | +578.6% | -24.0% | +602.7% | +571.2% |
| 10Y | +1,355.6% | +189.1% | +1,166.5% | +948.6% |
| All | +62,927.0% | +2,613.5% | +60,313.5% | +30,612.8% |
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 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