+18.0%
EXE vs CGNX
+49.8%
-31.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -2.3% |
| 7D | -3.1% | +3.2% | -6.3% | -3.3% |
| 30D | -0.9% | +6.0% | -6.9% | -1.3% |
| 3M | +9.6% | +3.5% | +6.0% | +9.1% |
| 6M | -11.6% | +26.3% | -37.9% | -13.4% |
| YTD | -12.6% | +79.2% | -91.8% | -17.9% |
| 1Y | +1.2% | +43.8% | -42.6% | -2.6% |
| 3Y | +18.0% | +52.0% | -33.9% | +8.3% |
| All | +18.0% | +49.8% | -31.7% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling