+169.7%
EXE vs CGNX
-25.3%
+195.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -2.6% |
| 7D | -3.1% | +3.2% | -6.3% | -3.5% |
| 30D | -0.9% | +6.0% | -6.9% | -1.7% |
| 3M | +9.6% | +3.5% | +6.0% | +8.6% |
| 6M | -11.6% | +26.3% | -37.9% | -15.0% |
| YTD | -12.6% | +79.2% | -91.8% | -21.2% |
| 1Y | +1.2% | +43.8% | -42.6% | -5.8% |
| 3Y | +18.0% | +52.0% | -33.9% | +5.5% |
| 5Y | +101.1% | -24.0% | +125.1% | +92.8% |
| All | +169.7% | -25.3% | +195.0% | +154.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling