+148.7%
EWY vs CGNX
-25.4%
+174.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -0.9% | +2.0% |
| 7D | -0.1% | +3.2% | -3.2% | -1.0% |
| 30D | +7.3% | +6.0% | +1.3% | +5.4% |
| 3M | -5.1% | +3.5% | -8.7% | -5.7% |
| 6M | +42.1% | +26.3% | +15.8% | +35.2% |
| YTD | +94.1% | +79.2% | +14.9% | +67.5% |
| 1Y | +147.8% | +43.8% | +104.0% | +124.4% |
| 3Y | +222.9% | +52.0% | +171.0% | +176.0% |
| All | +148.7% | -25.4% | +174.2% | +141.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling