+12,099.4%
CGNX vs COO
+5,454.1%
+6,645.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.2% | +5.6% | +0.2% |
| 7D | +3.2% | -9.0% | +12.2% | +4.4% |
| 30D | -3.7% | -16.8% | +13.1% | -1.5% |
| 3M | +1.0% | -7.5% | +8.5% | +1.8% |
| 6M | +22.1% | -16.3% | +38.4% | +24.5% |
| YTD | +72.7% | -22.5% | +95.2% | +77.8% |
| 1Y | +40.4% | -7.0% | +47.4% | +41.1% |
| 3Y | +45.2% | -27.5% | +72.7% | +50.0% |
| 5Y | -26.7% | -43.3% | +16.7% | -21.8% |
| 10Y | +178.5% | +37.6% | +140.9% | +170.7% |
| All | +12,099.4% | +5,454.1% | +6,645.3% | +8,485.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling