+68.5%
ENB vs CGNX
+49.8%
+18.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -1.1% |
| 7D | -4.7% | +3.2% | -7.8% | -4.7% |
| 30D | -5.9% | +6.0% | -11.9% | -6.1% |
| 3M | -14.2% | +3.5% | -17.8% | -14.6% |
| 6M | -8.6% | +26.3% | -34.9% | -9.9% |
| YTD | +3.9% | +79.2% | -75.4% | +0.3% |
| 1Y | +1.8% | +43.8% | -42.0% | -0.6% |
| 3Y | +68.5% | +52.0% | +16.5% | +59.6% |
| All | +68.5% | +49.8% | +18.7% | +59.6% |
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