$\textbf{BACKGROUND}$: Cognition covers a range of abilities, such as memory, response time and language, with tests assessing either specific or generic aspects. However differences between measures may be observed within the same individuals. $\textbf{OBJECTIVE}$: To investigate the cross-sectional association of cognitive performance and socio-demographic factors using different assessment tools across a range of abilities in a British cohort study. $\textbf{METHODS}$: Participants of the European Prospective Investigation of Cancer (EPIC) in Norfolk Study, aged 48-92 years, underwent a cognitive assessment between 2006 and 2011 (piloted between 2004 and 2006) and were investigated over a different domains using a range of cognitive tests. $\textbf{RESULTS}$: Cognitive measures were available on 8584 men and women. Though age, sex, education and social class were all independently associated with cognitive performance in multivariable analysis, different associations were observed for different cognitive tests. Increasing age was associated with increased risk of a poor performance score in all of the tests, except for the National Adult Reading Test (NART), an assessment of crystallized intelligence. Compared to women, men were more likely to have had poor performance for verbal episodic memory, Odds Ratio, OR = 1.99 (95% Confidence Interval, 95% CI 1.72, 2.31), attention OR = 1.62, (95% CI 1.39, 1.88) and prospective memory OR = 1.46, (95% CI 1.29, 1.64); however, no sex difference was observed for global cognition, OR = 1.07 (95%CI 0.93, 1.24). The association with education was strongest for NART, and weakest for processing speed. $\textbf{CONCLUSION}$: Age, sex, education and social class were all independently associated with performance on cognitive tests assessing a range of different domains. However, the magnitude of associations of these factors with different cognitive tests differed. The varying relationships seen across different tests may help explain discrepancies in results reported in the current literature, and provides insights into influences on cognitive performance in later life. ; Other ; The infrastructure for this study was supported by the Medical Research Council, UK http://www.mrc.ac.uk/ (Ref: G0401527) and Cancer Research UK http://www.cancerresearchuk.org/ (CRUK, Ref: C864/A8257). The clinic for EPIC-Norfolk 3 was funded by Research into Ageing, now known as Age UK http://www.ageuk.org.uk/ (Grant Ref: 262). The pilot phase was supported by MRC (Ref: G9502233) and CRUK (Ref: C864/A2883). KK received the above funding. FEM Is supported by MRC (Ref: U105292687).