+30.2%
OMC vs CGNX
-25.4%
+55.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -1.2% |
| 7D | -4.4% | +3.2% | -7.5% | -4.8% |
| 30D | -7.6% | +6.0% | -13.6% | -8.6% |
| 3M | +4.5% | +3.5% | +1.0% | +3.2% |
| 6M | -0.3% | +26.3% | -26.5% | -5.4% |
| YTD | -0.1% | +79.2% | -79.4% | -13.4% |
| 1Y | +4.6% | +43.8% | -39.2% | -5.5% |
| 3Y | +10.5% | +52.0% | -41.5% | -5.9% |
| All | +30.2% | -25.4% | +55.6% | +19.5% |
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