+4,236.9%
ETR vs CGNX
+12,871.6%
-8,634.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.6% |
| 7D | -1.8% | +3.2% | -5.0% | -2.0% |
| 30D | -1.8% | +6.0% | -7.8% | -2.2% |
| 3M | -3.6% | +3.5% | -7.1% | -4.0% |
| 6M | +2.6% | +26.3% | -23.7% | +0.8% |
| YTD | +16.0% | +79.2% | -63.2% | +11.1% |
| 1Y | +20.1% | +43.8% | -23.7% | +16.3% |
| 3Y | +143.6% | +52.0% | +91.6% | +132.6% |
| 5Y | +124.4% | -24.0% | +148.4% | +121.5% |
| 10Y | +295.4% | +189.1% | +106.3% | +258.5% |
| All | +4,236.9% | +12,871.6% | -8,634.8% | +3,249.9% |
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