+75.5%
OSCR vs CGNX
+42.4%
+33.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.4% |
| 7D | +5.8% | +3.0% | +2.9% | +5.3% |
| 30D | +7.1% | -11.8% | +18.9% | +9.5% |
| 3M | +36.7% | -3.6% | +40.3% | +36.2% |
| 6M | +114.3% | +17.4% | +96.9% | +100.5% |
| YTD | +124.4% | +73.7% | +50.7% | +73.5% |
| 1Y | +75.5% | +41.5% | +33.9% | +51.4% |
| All | +75.5% | +42.4% | +33.1% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling