-21.7%
ONON vs CGNX
-24.8%
+3.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +0.5% |
| 7D | -2.1% | +3.2% | -5.2% | -3.2% |
| 30D | -11.6% | +6.0% | -17.6% | -13.8% |
| 3M | -30.1% | +3.5% | -33.6% | -32.1% |
| 6M | -30.5% | +26.3% | -56.8% | -38.2% |
| YTD | -41.0% | +79.2% | -120.3% | -57.2% |
| 1Y | -36.7% | +43.8% | -80.5% | -49.5% |
| 3Y | -8.6% | +52.0% | -60.6% | -35.2% |
| All | -21.7% | -24.8% | +3.1% | -22.2% |
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