+15.3%
ENTG vs CGNX
-25.4%
+40.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | -0.5% |
| 7D | +1.2% | +3.2% | -2.0% | -0.9% |
| 30D | -12.9% | +6.0% | -18.9% | -16.0% |
| 3M | -3.1% | +3.5% | -6.6% | -3.8% |
| 6M | +21.0% | +26.3% | -5.3% | +6.9% |
| YTD | +67.0% | +79.2% | -12.2% | +9.2% |
| 1Y | +68.6% | +43.8% | +24.8% | +28.5% |
| 3Y | +48.6% | +52.0% | -3.3% | +0.5% |
| All | +15.3% | -25.4% | +40.8% | +11.9% |
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