+629.3%
ON vs CGNX
+193.6%
+435.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.1% | +4.4% | +6.1% |
| 7D | +2.4% | +3.2% | -0.8% | +0.6% |
| 30D | -8.6% | +6.0% | -14.6% | -11.7% |
| 3M | -34.3% | +3.5% | -37.9% | -35.8% |
| 6M | +28.5% | +26.3% | +2.2% | +12.2% |
| YTD | +40.6% | +79.2% | -38.6% | -6.3% |
| 1Y | +55.3% | +43.8% | +11.5% | +17.2% |
| 3Y | -22.2% | +52.0% | -74.1% | -46.7% |
| 5Y | +62.4% | -24.0% | +86.4% | +66.7% |
| All | +629.3% | +193.6% | +435.7% | +290.6% |
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