+424.6%
ETSY vs CGNX
+193.6%
+231.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | 0.0% |
| 7D | -4.9% | +3.2% | -8.1% | -6.1% |
| 30D | -8.6% | +6.0% | -14.6% | -11.5% |
| 3M | +4.8% | +3.5% | +1.2% | +0.8% |
| 6M | +38.1% | +26.3% | +11.8% | +20.3% |
| YTD | +31.2% | +79.2% | -48.0% | -7.1% |
| 1Y | +22.1% | +43.8% | -21.7% | -4.9% |
| 3Y | +12.2% | +52.0% | -39.7% | -21.7% |
| 5Y | -66.5% | -24.0% | -42.4% | -66.8% |
| All | +424.6% | +193.6% | +231.0% | +155.7% |
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