+30.2%
EWJ vs CGNX
+42.4%
-12.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | 0.0% |
| 7D | +2.5% | +3.0% | -0.4% | +2.1% |
| 30D | +3.3% | -11.8% | +15.1% | +5.2% |
| 3M | +5.0% | -3.6% | +8.6% | +5.1% |
| 6M | +11.5% | +17.4% | -5.9% | +8.7% |
| YTD | +22.4% | +73.7% | -51.4% | +13.1% |
| 1Y | +30.2% | +41.5% | -11.3% | +24.2% |
| All | +30.2% | +42.4% | -12.2% | +24.2% |
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 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