+179.3%
KO vs CGNX
+193.6%
-14.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | +0.2% |
| 7D | +0.2% | +3.2% | -2.9% | 0.0% |
| 30D | +1.8% | +6.0% | -4.2% | +1.2% |
| 3M | +7.7% | +3.5% | +4.1% | +6.9% |
| 6M | +15.3% | +26.3% | -11.0% | +11.9% |
| YTD | +28.0% | +79.2% | -51.3% | +19.1% |
| 1Y | +34.3% | +43.8% | -9.5% | +27.3% |
| 3Y | +63.8% | +52.0% | +11.8% | +50.9% |
| 5Y | +84.1% | -24.0% | +108.1% | +84.5% |
| All | +179.3% | +193.6% | -14.3% | +117.4% |
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 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