+78.8%
ES vs CGNX
+193.6%
-114.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -1.2% |
| 7D | -3.6% | +3.2% | -6.7% | -4.0% |
| 30D | -4.2% | +6.0% | -10.2% | -5.1% |
| 3M | +0.1% | +3.5% | -3.4% | -0.9% |
| 6M | -6.2% | +26.3% | -32.5% | -10.1% |
| YTD | +4.1% | +79.2% | -75.2% | -6.3% |
| 1Y | +10.2% | +43.8% | -33.6% | +2.0% |
| 3Y | +26.1% | +52.0% | -25.9% | +12.2% |
| 5Y | -5.3% | -24.0% | +18.7% | -7.3% |
| All | +78.8% | +193.6% | -114.8% | +28.2% |
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