+608.9%
OUST vs CGNX
+43.9%
+565.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-10 to 2026-09-10.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.6% |
| 7D | -1.7% | +1.5% | -3.2% | -2.7% |
| 30D | -21.9% | -1.8% | -20.2% | -20.6% |
| 3M | -8.2% | +5.3% | -13.5% | -7.3% |
| 6M | +57.5% | +22.3% | +35.2% | +45.3% |
| YTD | +62.8% | +72.2% | -9.4% | +12.5% |
| 1Y | +24.5% | +39.8% | -15.3% | +1.9% |
| All | +608.9% | +43.9% | +565.0% | +383.5% |
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 2023-09-10 to 2026-09-10: 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…
2023-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling