+173.8%
ET vs CGNX
+193.6%
-19.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.6% |
| 7D | +0.2% | +3.2% | -2.9% | -0.4% |
| 30D | +2.9% | +6.0% | -3.1% | +1.5% |
| 3M | +16.8% | +3.5% | +13.3% | +15.0% |
| 6M | +18.9% | +26.3% | -7.4% | +11.6% |
| YTD | +37.7% | +79.2% | -41.5% | +17.7% |
| 1Y | +32.4% | +43.8% | -11.4% | +18.0% |
| 3Y | +99.5% | +52.0% | +47.5% | +68.4% |
| 5Y | +244.0% | -24.0% | +268.0% | +234.8% |
| All | +173.8% | +193.6% | -19.8% | +57.3% |
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