+13.9%
COR vs CGNX
+42.4%
-28.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -1.6% |
| 7D | +2.8% | +3.0% | -0.2% | +3.1% |
| 30D | +4.5% | -11.8% | +16.4% | +3.2% |
| 3M | +22.7% | -3.6% | +26.3% | +22.6% |
| 6M | -9.7% | +17.4% | -27.1% | -8.3% |
| YTD | -1.4% | +73.7% | -75.2% | +3.9% |
| 1Y | +13.9% | +41.5% | -27.6% | +16.7% |
| All | +13.9% | +42.4% | -28.5% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling