-87.3%
EOSE vs CGNX
+19.2%
-106.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -10.5% | -1.7% | -7.6% |
| 7D | -5.1% | -19.5% | +14.4% | +3.8% |
| 30D | -42.3% | -28.4% | -13.9% | -33.7% |
| 3M | -50.8% | -32.7% | -18.0% | -42.2% |
| 6M | -69.8% | -19.0% | -50.8% | -66.7% |
| YTD | -83.6% | +32.6% | -116.2% | -85.3% |
| 1Y | -87.3% | +18.0% | -105.4% | -87.7% |
| All | -87.3% | +19.2% | -106.5% | -87.7% |
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