+141.9%
EWJ vs CGNX
+193.6%
-51.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +1.4% |
| 7D | +0.3% | +3.2% | -2.9% | -0.3% |
| 30D | +0.8% | +6.0% | -5.2% | -0.5% |
| 3M | +7.5% | +3.5% | +4.0% | +6.3% |
| 6M | +15.6% | +26.3% | -10.7% | +9.6% |
| YTD | +22.7% | +79.2% | -56.5% | +6.9% |
| 1Y | +26.4% | +43.8% | -17.4% | +14.5% |
| 3Y | +72.5% | +52.0% | +20.6% | +49.6% |
| 5Y | +52.4% | -24.0% | +76.5% | +49.1% |
| All | +141.9% | +193.6% | -51.7% | +72.2% |
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 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