+35.6%
EWZ vs CGNX
+42.4%
-6.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.0% |
| 7D | +6.5% | +3.0% | +3.5% | +6.2% |
| 30D | +4.8% | -11.8% | +16.7% | +6.1% |
| 3M | +9.9% | -3.6% | +13.5% | +9.9% |
| 6M | +1.9% | +17.4% | -15.5% | -0.2% |
| YTD | +20.3% | +73.7% | -53.4% | +13.4% |
| 1Y | +35.6% | +41.5% | -5.9% | +31.9% |
| All | +35.6% | +42.4% | -6.8% | +31.9% |
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