+21.0%
COHR vs CGNX
+20.0%
+1.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | +0.6% | +13.0% | +13.2% |
| 7D | -8.3% | -14.9% | +6.6% | +1.6% |
| 30D | -42.4% | -21.9% | -20.4% | -32.3% |
| 3M | -42.3% | -29.0% | -13.3% | -28.5% |
| 6M | -44.1% | -23.0% | -21.0% | -31.8% |
| YTD | +4.5% | +33.4% | -28.9% | +3.4% |
| 1Y | +21.0% | +21.6% | -0.6% | +31.3% |
| All | +21.0% | +20.0% | +1.0% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling