+1,298.9%
COHR vs CGNX
+193.6%
+1,105.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +1.7% |
| 7D | +8.3% | +3.2% | +5.2% | +6.3% |
| 30D | -14.1% | +6.0% | -20.1% | -16.9% |
| 3M | -16.0% | +3.5% | -19.6% | -16.3% |
| 6M | +21.5% | +26.3% | -4.8% | +8.2% |
| YTD | +65.4% | +79.2% | -13.8% | +12.2% |
| 1Y | +195.0% | +43.8% | +151.2% | +127.0% |
| 3Y | +830.2% | +52.0% | +778.2% | +557.7% |
| 5Y | +397.1% | -24.0% | +421.1% | +417.6% |
| All | +1,298.9% | +193.6% | +1,105.2% | +622.7% |
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