+16,921.5%
COR vs CGNX
+2,028.7%
+14,892.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -4.8% | +1.5% | -6.3% | -5.0% |
| 30D | -3.7% | -1.8% | -1.9% | -3.6% |
| 3M | +14.3% | +5.3% | +9.1% | +13.1% |
| 6M | -8.5% | +22.3% | -30.8% | -11.4% |
| YTD | -4.4% | +72.2% | -76.6% | -11.9% |
| 1Y | +9.1% | +39.8% | -30.7% | +2.6% |
| 3Y | +85.2% | +44.8% | +40.4% | +69.1% |
| 5Y | +180.7% | -27.0% | +207.7% | +174.4% |
| 10Y | +403.7% | +177.7% | +226.0% | +308.4% |
| All | +16,921.5% | +2,028.7% | +14,892.8% | +8,229.6% |
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