+695.7%
ONTO vs CGNX
+25.1%
+670.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +9.7% | +3.6% | +6.1% | +7.4% |
| 30D | -8.8% | -6.8% | -2.0% | -5.0% |
| 3M | +4.5% | -0.1% | +4.6% | +6.6% |
| 6M | +56.4% | +26.2% | +30.2% | +39.8% |
| YTD | +78.1% | +73.7% | +4.4% | +23.5% |
| 1Y | +171.3% | +40.4% | +130.9% | +113.6% |
| 3Y | +118.7% | +46.1% | +72.6% | +57.3% |
| 5Y | +269.4% | -25.6% | +295.0% | +291.8% |
| All | +695.7% | +25.1% | +670.6% | +483.9% |
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