+61.1%
EWZ vs CGNX
-28.4%
+89.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +1.1% | +1.5% | -0.4% | +0.9% |
| 30D | +13.5% | -1.8% | +15.3% | +13.6% |
| 3M | +15.2% | +5.3% | +10.0% | +13.8% |
| 6M | +3.7% | +22.3% | -18.6% | 0.0% |
| YTD | +22.5% | +72.2% | -49.7% | +10.9% |
| 1Y | +35.3% | +39.8% | -4.6% | +26.1% |
| 3Y | +50.2% | +44.8% | +5.4% | +34.7% |
| All | +61.1% | -28.4% | +89.4% | +54.4% |
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