+160.0%
EXPE vs CGNX
+193.6%
-33.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +0.2% |
| 7D | -5.8% | +3.2% | -8.9% | -6.6% |
| 30D | -13.6% | +6.0% | -19.6% | -15.5% |
| 3M | +25.2% | +3.5% | +21.6% | +21.9% |
| 6M | +22.3% | +26.3% | -3.9% | +11.1% |
| YTD | -0.3% | +79.2% | -79.5% | -22.3% |
| 1Y | +27.8% | +43.8% | -16.0% | +6.3% |
| 3Y | +162.4% | +52.0% | +110.5% | +104.1% |
| 5Y | +95.8% | -24.0% | +119.9% | +83.6% |
| All | +160.0% | +193.6% | -33.6% | +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 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