+787.2%
EXPE vs CGNX
+860.4%
-73.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -8.7% | +1.5% | -10.1% | -9.1% |
| 30D | -13.6% | -1.8% | -11.9% | -13.6% |
| 3M | +26.6% | +5.3% | +21.4% | +22.0% |
| 6M | +19.9% | +22.3% | -2.4% | +8.7% |
| YTD | -1.7% | +72.2% | -73.9% | -24.4% |
| 1Y | +29.4% | +39.8% | -10.4% | +6.1% |
| 3Y | +155.7% | +44.8% | +110.8% | +97.9% |
| 5Y | +93.1% | -27.0% | +120.1% | +86.0% |
| 10Y | +162.1% | +177.7% | -15.6% | +37.7% |
| All | +787.2% | +860.4% | -73.2% | +104.6% |
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 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