-61.4%
OUST vs CGNX
-4.0%
-57.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +12.7% | +3.6% | +9.1% | +9.7% |
| 30D | -13.6% | -6.8% | -6.8% | -8.6% |
| 3M | -8.3% | -0.1% | -8.2% | -4.6% |
| 6M | +85.0% | +26.2% | +58.8% | +62.6% |
| YTD | +73.2% | +73.7% | -0.4% | +9.8% |
| 1Y | +32.5% | +40.4% | -7.9% | +1.1% |
| 3Y | +643.8% | +46.1% | +597.8% | +412.7% |
| 5Y | -52.1% | -25.6% | -26.5% | -48.0% |
| All | -61.4% | -4.0% | -57.3% | -60.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling