+606.1%
COST vs CGNX
+193.6%
+412.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.4% |
| 7D | -1.2% | +3.2% | -4.4% | -1.7% |
| 30D | -4.7% | +6.0% | -10.7% | -5.7% |
| 3M | -7.1% | +3.5% | -10.7% | -8.3% |
| 6M | -8.5% | +26.3% | -34.8% | -13.3% |
| YTD | +5.4% | +79.2% | -73.9% | -7.3% |
| 1Y | -5.6% | +43.8% | -49.4% | -14.2% |
| 3Y | +68.5% | +52.0% | +16.5% | +46.2% |
| 5Y | +105.2% | -24.0% | +129.3% | +101.6% |
| All | +606.1% | +193.6% | +412.5% | +424.9% |
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