+43.1%
COF vs CGNX
-25.4%
+68.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.7% |
| 7D | -5.1% | +3.2% | -8.3% | -6.0% |
| 30D | -6.0% | +6.0% | -12.0% | -7.9% |
| 3M | +14.8% | +3.5% | +11.3% | +12.5% |
| 6M | +15.3% | +26.3% | -11.0% | +5.5% |
| YTD | -13.0% | +79.2% | -92.3% | -31.6% |
| 1Y | -5.7% | +43.8% | -49.5% | -20.5% |
| 3Y | +118.1% | +52.0% | +66.2% | +68.8% |
| All | +43.1% | -25.4% | +68.5% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling