+586.2%
EWT vs CGNX
+472.8%
+113.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +0.7% |
| 7D | -1.1% | +3.2% | -4.3% | -2.0% |
| 30D | +4.5% | +6.0% | -1.5% | +2.7% |
| 3M | +8.3% | +3.5% | +4.7% | +7.0% |
| 6M | +54.2% | +26.3% | +27.9% | +44.5% |
| YTD | +74.6% | +79.2% | -4.7% | +45.6% |
| 1Y | +84.9% | +43.8% | +41.1% | +62.6% |
| 3Y | +197.5% | +52.0% | +145.6% | +148.6% |
| 5Y | +150.6% | -24.0% | +174.6% | +144.5% |
| 10Y | +516.1% | +189.1% | +327.0% | +287.5% |
| All | +586.2% | +472.8% | +113.4% | +118.8% |
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