+15.4%
CORZ vs CGNX
+45.2%
-29.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.1% | -0.8% | +1.8% |
| 7D | +0.3% | +3.2% | -2.9% | -0.8% |
| 30D | -14.0% | +6.0% | -20.0% | -15.7% |
| 3M | -34.1% | +3.5% | -37.6% | -34.7% |
| 6M | +8.5% | +26.3% | -17.8% | +2.5% |
| YTD | +23.2% | +79.2% | -56.0% | +5.9% |
| 1Y | +15.4% | +43.8% | -28.4% | +2.6% |
| All | +15.4% | +45.2% | -29.8% | +2.6% |
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 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