+142.5%
ETSY vs CGNX
+173.2%
-30.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.1% |
| 7D | -4.9% | +3.2% | -8.1% | -6.0% |
| 30D | -8.6% | +6.0% | -14.6% | -11.3% |
| 3M | +4.8% | +3.5% | +1.2% | +1.1% |
| 6M | +38.1% | +26.3% | +11.8% | +21.6% |
| YTD | +31.2% | +79.2% | -48.0% | -4.5% |
| 1Y | +22.1% | +43.8% | -21.7% | -3.0% |
| 3Y | +12.2% | +52.0% | -39.7% | -19.1% |
| 5Y | -66.5% | -24.0% | -42.4% | -67.1% |
| 10Y | +433.4% | +189.1% | +244.3% | +239.5% |
| All | +142.5% | +173.2% | -30.6% | +50.2% |
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