+91.5%
OSCR vs CGNX
-25.4%
+116.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +113.9% |
| YTD | +128.0% | +79.2% | +48.8% | +61.1% |
| 1Y | +68.7% | +43.8% | +24.9% | +33.1% |
| 3Y | +398.8% | +52.0% | +346.8% | +248.6% |
| All | +91.5% | -25.4% | +116.9% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling