+4,808.8%
CVX vs CGNX
+12,871.6%
-8,062.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.1% |
| 7D | +2.6% | +3.2% | -0.5% | +2.2% |
| 30D | +9.8% | +6.0% | +3.8% | +9.0% |
| 3M | +16.2% | +3.5% | +12.7% | +15.1% |
| 6M | +13.6% | +26.3% | -12.7% | +9.4% |
| YTD | +44.4% | +79.2% | -34.9% | +32.0% |
| 1Y | +40.6% | +43.8% | -3.2% | +31.5% |
| 3Y | +48.2% | +52.0% | -3.8% | +35.4% |
| 5Y | +172.3% | -24.0% | +196.3% | +165.6% |
| 10Y | +222.3% | +189.1% | +33.2% | +167.9% |
| All | +4,808.8% | +12,871.6% | -8,062.8% | +3,034.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling