+830.2%
COHR vs CGNX
+49.8%
+780.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +1.8% |
| 7D | +8.3% | +3.2% | +5.2% | +6.5% |
| 30D | -14.1% | +6.0% | -20.1% | -16.6% |
| 3M | -16.0% | +3.5% | -19.6% | -16.1% |
| 6M | +21.5% | +26.3% | -4.8% | +10.5% |
| YTD | +65.4% | +79.2% | -13.8% | +18.9% |
| 1Y | +195.0% | +43.8% | +151.2% | +140.7% |
| 3Y | +830.2% | +52.0% | +778.2% | +561.1% |
| All | +830.2% | +49.8% | +780.4% | +561.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling