+11,601.2%
COST vs CGNX
+12,871.6%
-1,270.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.3% |
| 7D | -1.2% | +3.2% | -4.4% | -1.6% |
| 30D | -4.7% | +6.0% | -10.7% | -5.6% |
| 3M | -7.1% | +3.5% | -10.7% | -8.1% |
| 6M | -8.5% | +26.3% | -34.8% | -12.3% |
| YTD | +5.4% | +79.2% | -73.9% | -4.5% |
| 1Y | -5.6% | +43.8% | -49.4% | -12.4% |
| 3Y | +68.5% | +52.0% | +16.5% | +51.7% |
| 5Y | +105.2% | -24.0% | +129.3% | +100.5% |
| 10Y | +610.7% | +189.1% | +421.6% | +462.7% |
| All | +11,601.2% | +12,871.6% | -1,270.4% | +4,832.4% |
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