+238.8%
EQX vs CGNX
+82.5%
+156.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +1.0% |
| 7D | -3.2% | +3.2% | -6.4% | -3.7% |
| 30D | +7.8% | +6.0% | +1.8% | +6.6% |
| 3M | +21.3% | +3.5% | +17.8% | +20.1% |
| 6M | -22.4% | +26.3% | -48.7% | -25.3% |
| YTD | -11.3% | +79.2% | -90.6% | -20.2% |
| 1Y | +13.5% | +43.8% | -30.3% | +5.3% |
| 3Y | +162.1% | +52.0% | +110.2% | +134.9% |
| 5Y | +84.2% | -24.0% | +108.2% | +72.1% |
| All | +238.8% | +82.5% | +156.3% | +348.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling