-24.8%
ETHA vs CGNX
+31.4%
-56.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -8.7% | +14.4% | +7.4% |
| 7D | +2.1% | -9.2% | +11.3% | +3.8% |
| 30D | -10.7% | -17.6% | +6.9% | -7.5% |
| 3M | +29.0% | -25.7% | +54.7% | +36.0% |
| 6M | +2.7% | -5.5% | +8.2% | +2.4% |
| YTD | -18.7% | +48.1% | -66.7% | -32.1% |
| 1Y | -24.8% | +33.5% | -58.4% | -33.0% |
| All | -24.8% | +31.4% | -56.3% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling