+57.8%
EXPD vs CGNX
+45.2%
+12.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +2.2% |
| 7D | +2.0% | +3.2% | -1.2% | +2.4% |
| 30D | +4.4% | +6.0% | -1.6% | +5.2% |
| 3M | +15.7% | +3.5% | +12.2% | +16.8% |
| 6M | +37.5% | +26.3% | +11.2% | +44.3% |
| YTD | +29.9% | +79.2% | -49.3% | +42.5% |
| 1Y | +57.8% | +43.8% | +14.0% | +72.7% |
| All | +57.8% | +45.2% | +12.6% | +72.7% |
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