-47.1%
EOSE vs CGNX
+42.4%
-89.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +9.7% |
| 7D | +19.0% | +3.0% | +16.1% | +17.5% |
| 30D | +1.6% | -11.8% | +13.4% | +7.4% |
| 3M | -52.0% | -3.6% | -48.4% | -51.1% |
| 6M | -42.5% | +17.4% | -59.9% | -45.7% |
| YTD | -66.1% | +73.7% | -139.9% | -73.6% |
| 1Y | -47.1% | +41.5% | -88.7% | -52.9% |
| All | -47.1% | +42.4% | -89.5% | -52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling