+4,587.0%
COP vs CGNX
+12,360.6%
-7,773.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +1.0% | +1.5% | -0.5% | +0.8% |
| 30D | +9.6% | -1.8% | +11.3% | +9.6% |
| 3M | +15.0% | +5.3% | +9.8% | +13.5% |
| 6M | +21.8% | +22.3% | -0.5% | +17.2% |
| YTD | +49.6% | +72.2% | -22.6% | +36.5% |
| 1Y | +49.9% | +39.8% | +10.0% | +39.9% |
| 3Y | +22.6% | +44.8% | -22.2% | +11.9% |
| 5Y | +193.6% | -27.0% | +220.6% | +187.5% |
| 10Y | +341.9% | +177.7% | +164.2% | +267.3% |
| All | +4,587.0% | +12,360.6% | -7,773.6% | +2,853.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling