+242.0%
COF vs CGNX
+193.6%
+48.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.9% |
| 7D | -5.1% | +3.2% | -8.3% | -6.2% |
| 30D | -6.0% | +6.0% | -12.0% | -8.2% |
| 3M | +14.8% | +3.5% | +11.3% | +12.0% |
| 6M | +15.3% | +26.3% | -11.0% | +3.7% |
| YTD | -13.0% | +79.2% | -92.3% | -34.2% |
| 1Y | -5.7% | +43.8% | -49.5% | -23.1% |
| 3Y | +118.1% | +52.0% | +66.2% | +64.4% |
| 5Y | +46.2% | -24.0% | +70.3% | +41.0% |
| All | +242.0% | +193.6% | +48.4% | +86.4% |
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