+33.5%
CGNX vs COO
-7.7%
+41.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.9% | -14.6% | -8.4% |
| 7D | -9.2% | +8.4% | -17.6% | -8.9% |
| 30D | -17.6% | +13.5% | -31.0% | -17.4% |
| 3M | -25.7% | -13.8% | -12.0% | -24.7% |
| 6M | -5.5% | +4.7% | -10.2% | -7.2% |
| YTD | +48.1% | -21.4% | +69.5% | +57.0% |
| 1Y | +33.5% | -6.7% | +40.3% | +25.5% |
| All | +33.5% | -7.7% | +41.2% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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