+156.3%
EWJ vs CGNX
+1,299.6%
-1,143.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +1.5% |
| 7D | +0.3% | +3.2% | -2.9% | -0.2% |
| 30D | +0.8% | +6.0% | -5.2% | -0.3% |
| 3M | +7.5% | +3.5% | +4.0% | +6.5% |
| 6M | +15.6% | +26.3% | -10.7% | +10.6% |
| YTD | +22.7% | +79.2% | -56.5% | +9.5% |
| 1Y | +26.4% | +43.8% | -17.4% | +16.4% |
| 3Y | +72.5% | +52.0% | +20.6% | +53.8% |
| 5Y | +52.4% | -24.0% | +76.5% | +49.4% |
| 10Y | +143.8% | +189.1% | -45.2% | +84.6% |
| All | +156.3% | +1,299.6% | -1,143.3% | +27.6% |
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