+46.0%
CGNX vs COO
-38.4%
+84.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.7% | +14.4% | +3.9% |
| 7D | +1.5% | -23.3% | +24.8% | +9.2% |
| 30D | -1.8% | -29.5% | +27.7% | +8.4% |
| 3M | +5.3% | -20.0% | +25.2% | +10.9% |
| 6M | +22.3% | -27.2% | +49.5% | +33.6% |
| YTD | +72.2% | -33.9% | +106.1% | +94.7% |
| 1Y | +39.8% | -19.9% | +59.8% | +46.0% |
| All | +46.0% | -38.4% | +84.3% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling