-11.0%
OTIS vs CGNX
+19.2%
-30.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.5% | +10.1% | -0.2% |
| 7D | +6.5% | -19.5% | +26.0% | +6.9% |
| 30D | +19.6% | -28.4% | +48.0% | +20.7% |
| 3M | +9.4% | -32.7% | +42.1% | +10.8% |
| 6M | +6.4% | -19.0% | +25.4% | +5.9% |
| YTD | -7.5% | +32.6% | -40.0% | -11.3% |
| 1Y | -11.0% | +18.0% | -29.0% | -13.3% |
| All | -11.0% | +19.2% | -30.2% | -13.3% |
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 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