+209.6%
ESI vs CGNX
+353.3%
-143.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -1.2% |
| 7D | -4.6% | +3.2% | -7.8% | -5.9% |
| 30D | -10.5% | +6.0% | -16.5% | -12.7% |
| 3M | -19.8% | +3.5% | -23.4% | -21.1% |
| 6M | +5.8% | +26.3% | -20.5% | -3.8% |
| YTD | +38.3% | +79.2% | -40.9% | +5.4% |
| 1Y | +31.5% | +43.8% | -12.3% | +9.0% |
| 3Y | +80.7% | +52.0% | +28.7% | +39.9% |
| 5Y | +69.4% | -24.0% | +93.5% | +67.5% |
| 10Y | +303.8% | +189.1% | +114.7% | +125.9% |
| All | +209.6% | +353.3% | -143.7% | +51.6% |
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