+60.2%
EMR vs CGNX
+49.8%
+10.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +1.6% |
| 7D | -0.4% | +3.2% | -3.6% | -1.2% |
| 30D | -6.8% | +6.0% | -12.8% | -8.2% |
| 3M | +7.5% | +3.5% | +3.9% | +6.1% |
| 6M | +9.9% | +26.3% | -16.4% | +3.3% |
| YTD | +16.0% | +79.2% | -63.3% | -2.8% |
| 1Y | +12.4% | +43.8% | -31.3% | +0.1% |
| 3Y | +60.2% | +52.0% | +8.3% | +31.1% |
| All | +60.2% | +49.8% | +10.5% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling