+47.2%
EXPD vs CGNX
+31.4%
+15.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.7% | +5.5% | -4.0% |
| 7D | +0.3% | -9.2% | +9.5% | -0.5% |
| 30D | +1.8% | -17.6% | +19.4% | +0.1% |
| 3M | +8.9% | -25.7% | +34.6% | +5.6% |
| 6M | +42.2% | -5.5% | +47.7% | +44.5% |
| YTD | +33.4% | +48.1% | -14.7% | +42.3% |
| 1Y | +47.2% | +33.5% | +13.7% | +63.3% |
| All | +47.2% | +31.4% | +15.7% | +63.3% |
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 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