+629.2%
OUST vs CGNX
+44.3%
+584.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.8% | -2.9% |
| 7D | +4.0% | +3.2% | +0.8% | +1.8% |
| 30D | -14.0% | -3.7% | -10.2% | -11.4% |
| 3M | -5.9% | +1.0% | -7.0% | -2.8% |
| 6M | +76.4% | +22.1% | +54.3% | +62.8% |
| YTD | +67.5% | +72.7% | -5.2% | +15.5% |
| 1Y | +27.1% | +40.4% | -13.3% | +3.8% |
| All | +629.2% | +44.3% | +584.9% | +396.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling