+28.5%
OUST vs CGNX
+42.4%
-13.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | -0.1% |
| 7D | +5.2% | +3.0% | +2.3% | +3.1% |
| 30D | -19.3% | -11.8% | -7.4% | -11.6% |
| 3M | -22.6% | -3.6% | -19.0% | -17.3% |
| 6M | +62.8% | +17.4% | +45.4% | +56.3% |
| YTD | +68.3% | +73.7% | -5.4% | +14.2% |
| 1Y | +28.5% | +41.5% | -13.0% | +3.8% |
| All | +28.5% | +42.4% | -13.8% | +3.8% |
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