-74.2%
OPEN vs CGNX
+21.8%
-95.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -3.1% |
| 7D | -11.4% | +3.2% | -14.6% | -13.4% |
| 30D | -20.1% | +6.0% | -26.1% | -23.8% |
| 3M | -37.6% | +3.5% | -41.1% | -40.2% |
| 6M | -47.1% | +26.3% | -73.4% | -56.8% |
| YTD | -52.1% | +79.2% | -131.4% | -73.6% |
| 1Y | -73.5% | +43.8% | -117.3% | -82.7% |
| 3Y | -24.4% | +52.0% | -76.3% | -57.2% |
| 5Y | -85.1% | -24.0% | -61.1% | -84.5% |
| All | -74.2% | +21.8% | -95.9% | -78.3% |
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