+164.7%
COPX vs CGNX
-25.4%
+190.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -1.4% |
| 7D | -2.3% | +3.2% | -5.5% | -3.3% |
| 30D | +0.3% | +6.0% | -5.7% | -1.9% |
| 3M | +6.8% | +3.5% | +3.3% | +5.0% |
| 6M | +7.9% | +26.3% | -18.3% | +0.2% |
| YTD | +23.7% | +79.2% | -55.5% | +0.3% |
| 1Y | +71.5% | +43.8% | +27.7% | +48.4% |
| 3Y | +149.1% | +52.0% | +97.1% | +99.6% |
| All | +164.7% | -25.4% | +190.1% | +148.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling