+81.6%
KO vs CGNX
-28.4%
+110.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -1.1% | +1.5% | -2.6% | -1.1% |
| 30D | +1.6% | -1.8% | +3.3% | +1.6% |
| 3M | +5.8% | +5.3% | +0.5% | +5.5% |
| 6M | +14.3% | +22.3% | -8.0% | +13.3% |
| YTD | +27.3% | +72.2% | -44.9% | +24.5% |
| 1Y | +33.2% | +39.8% | -6.7% | +31.1% |
| 3Y | +64.5% | +44.8% | +19.6% | +59.9% |
| All | +81.6% | -28.4% | +110.0% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling