+7,723.6%
EOG vs CGNX
+12,871.6%
-5,148.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.7% |
| 7D | +1.5% | +3.2% | -1.7% | +1.0% |
| 30D | +2.9% | +6.0% | -3.1% | +1.9% |
| 3M | +8.7% | +3.5% | +5.2% | +7.3% |
| 6M | +12.9% | +26.3% | -13.4% | +7.5% |
| YTD | +43.8% | +79.2% | -35.4% | +28.2% |
| 1Y | +27.1% | +43.8% | -16.7% | +16.5% |
| 3Y | +25.9% | +52.0% | -26.1% | +12.1% |
| 5Y | +177.9% | -24.0% | +202.0% | +169.7% |
| 10Y | +119.7% | +189.1% | -69.4% | +73.6% |
| All | +7,723.6% | +12,871.6% | -5,148.1% | +3,964.2% |
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