+183.7%
COPX vs CGNX
+1,412.9%
-1,229.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -1.7% |
| 7D | -2.3% | +3.2% | -5.5% | -3.6% |
| 30D | +0.3% | +6.0% | -5.7% | -2.3% |
| 3M | +6.8% | +3.5% | +3.3% | +4.5% |
| 6M | +7.9% | +26.3% | -18.3% | -1.9% |
| YTD | +23.7% | +79.2% | -55.5% | -5.4% |
| 1Y | +71.5% | +43.8% | +27.7% | +41.4% |
| 3Y | +149.1% | +52.0% | +97.1% | +89.9% |
| 5Y | +167.3% | -24.0% | +191.4% | +160.6% |
| 10Y | +568.5% | +189.1% | +379.4% | +243.6% |
| All | +183.7% | +1,412.9% | -1,229.2% | -46.3% |
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