-18.9%
EXE vs CGNX
+31.4%
-50.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.7% | +5.8% | -3.3% |
| 7D | -4.7% | -9.2% | +4.5% | -5.1% |
| 30D | +1.0% | -17.6% | +18.6% | +0.1% |
| 3M | -5.6% | -25.7% | +20.1% | -6.9% |
| 6M | -12.3% | -5.5% | -6.8% | -12.2% |
| YTD | -19.5% | +48.1% | -67.6% | -16.2% |
| 1Y | -18.9% | +33.5% | -52.4% | -14.6% |
| All | -18.9% | +31.4% | -50.3% | -14.6% |
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