+325.0%
EXPD vs CGNX
+193.6%
+131.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.9% |
| 7D | +2.0% | +3.2% | -1.2% | +1.4% |
| 30D | +4.4% | +6.0% | -1.6% | +3.1% |
| 3M | +15.7% | +3.5% | +12.2% | +14.2% |
| 6M | +37.5% | +26.3% | +11.2% | +29.6% |
| YTD | +29.9% | +79.2% | -49.3% | +9.5% |
| 1Y | +57.8% | +43.8% | +14.0% | +39.3% |
| 3Y | +71.6% | +52.0% | +19.7% | +42.8% |
| 5Y | +62.2% | -24.0% | +86.3% | +58.6% |
| All | +325.0% | +193.6% | +131.4% | +181.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling