+88.5%
ENB vs CGNX
+193.6%
-105.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -1.6% |
| 7D | -4.7% | +3.2% | -7.8% | -5.1% |
| 30D | -5.9% | +6.0% | -11.9% | -6.9% |
| 3M | -14.2% | +3.5% | -17.8% | -15.4% |
| 6M | -8.6% | +26.3% | -34.9% | -13.2% |
| YTD | +3.9% | +79.2% | -75.4% | -8.7% |
| 1Y | +1.8% | +43.8% | -42.0% | -7.4% |
| 3Y | +68.5% | +52.0% | +16.5% | +46.2% |
| 5Y | +62.4% | -24.0% | +86.5% | +60.5% |
| All | +88.5% | +193.6% | -105.1% | +24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling