+72.2%
EQX vs CGNX
-25.4%
+97.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.7% |
| 7D | -3.2% | +3.2% | -6.4% | -3.9% |
| 30D | +7.8% | +6.0% | +1.8% | +6.2% |
| 3M | +21.3% | +3.5% | +17.8% | +19.7% |
| 6M | -22.4% | +26.3% | -48.7% | -26.4% |
| YTD | -11.3% | +79.2% | -90.6% | -23.7% |
| 1Y | +13.5% | +43.8% | -30.3% | +2.2% |
| 3Y | +162.1% | +52.0% | +110.2% | +123.8% |
| All | +72.2% | -25.4% | +97.6% | +50.2% |
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 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