+395.2%
COR vs CGNX
+193.6%
+201.6%
-32.4%
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% | -0.2% |
| 7D | -2.8% | +3.2% | -6.0% | -3.2% |
| 30D | +2.6% | +6.0% | -3.4% | +1.8% |
| 3M | +14.5% | +3.5% | +10.9% | +13.4% |
| 6M | -7.8% | +26.3% | -34.1% | -11.2% |
| YTD | -4.2% | +79.2% | -83.5% | -12.9% |
| 1Y | +7.0% | +43.8% | -36.8% | -0.2% |
| 3Y | +85.5% | +52.0% | +33.6% | +66.2% |
| 5Y | +181.2% | -24.0% | +205.2% | +185.7% |
| All | +395.2% | +193.6% | +201.6% | +296.0% |
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