+338.5%
COP vs CGNX
+193.6%
+144.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.7% |
| 7D | +2.3% | +3.2% | -0.9% | +1.6% |
| 30D | +8.6% | +6.0% | +2.6% | +6.9% |
| 3M | +19.9% | +3.5% | +16.3% | +17.4% |
| 6M | +19.0% | +26.3% | -7.3% | +9.5% |
| YTD | +50.0% | +79.2% | -29.3% | +22.4% |
| 1Y | +50.5% | +43.8% | +6.7% | +29.5% |
| 3Y | +25.2% | +52.0% | -26.7% | +0.7% |
| 5Y | +194.3% | -24.0% | +218.3% | +185.0% |
| All | +338.5% | +193.6% | +144.9% | +167.1% |
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 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