+53.8%
EWT vs CGNX
+33.1%
+20.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.7% | +7.5% | +0.9% |
| 7D | -10.9% | -9.2% | -1.7% | -8.8% |
| 30D | -17.7% | -17.6% | -0.2% | -14.0% |
| 3M | -5.0% | -25.7% | +20.7% | +1.4% |
| 6M | +7.4% | -5.5% | +12.9% | +10.3% |
| YTD | +52.8% | +48.1% | +4.7% | +47.1% |
| All | +53.8% | +33.1% | +20.6% | +52.3% |
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