-74.1%
OPEN vs CGNX
+17.0%
-91.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.5% |
| 7D | -10.5% | +1.5% | -12.0% | -11.4% |
| 30D | -21.8% | -1.8% | -20.0% | -21.4% |
| 3M | -37.5% | +5.3% | -42.8% | -40.9% |
| 6M | -44.1% | +22.3% | -66.4% | -53.3% |
| YTD | -52.0% | +72.2% | -124.2% | -72.7% |
| 1Y | -52.2% | +39.8% | -92.1% | -68.2% |
| 3Y | -25.9% | +44.8% | -70.8% | -56.5% |
| 5Y | -85.1% | -27.0% | -58.0% | -84.0% |
| All | -74.1% | +17.0% | -91.1% | -77.6% |
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 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