-5.8%
OSCR vs CGNX
-20.0%
+14.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -1.0% |
| 7D | +1.6% | +3.2% | -1.6% | +0.3% |
| 30D | +10.7% | +6.0% | +4.7% | +7.8% |
| 3M | +13.4% | +3.5% | +9.8% | +9.6% |
| 6M | +144.6% | +26.3% | +118.3% | +114.0% |
| YTD | +128.0% | +79.2% | +48.8% | +61.6% |
| 1Y | +68.7% | +43.8% | +24.9% | +33.3% |
| 3Y | +398.8% | +52.0% | +346.8% | +250.4% |
| 5Y | +87.3% | -24.0% | +111.3% | +80.0% |
| All | -5.8% | -20.0% | +14.1% | -15.3% |
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