-27.0%
ETHA vs CGNX
+29.5%
-56.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -0.9% | +1.7% |
| 7D | +3.5% | +3.2% | +0.3% | +2.2% |
| 30D | +35.3% | +6.0% | +29.3% | +31.6% |
| 3M | +50.9% | +3.5% | +47.3% | +46.1% |
| 6M | +22.1% | +26.3% | -4.2% | +8.4% |
| YTD | -14.6% | +79.2% | -93.8% | -38.6% |
| 1Y | -42.8% | +43.8% | -86.6% | -53.6% |
| All | -27.0% | +29.5% | -56.4% | -42.0% |
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 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