-60.8%
EOSE vs CGNX
+3.1%
-63.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -3.4% |
| 7D | +1.8% | +3.2% | -1.4% | -0.1% |
| 30D | -6.8% | +6.0% | -12.8% | -10.2% |
| 3M | -36.3% | +3.5% | -39.8% | -37.7% |
| 6M | -38.8% | +26.3% | -65.1% | -46.4% |
| YTD | -65.5% | +79.2% | -144.8% | -76.6% |
| 1Y | -45.3% | +43.8% | -89.1% | -57.7% |
| 3Y | +44.2% | +52.0% | -7.8% | -2.2% |
| 5Y | -69.5% | -24.0% | -45.5% | -67.3% |
| All | -60.8% | +3.1% | -63.9% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling