+258.5%
OKE vs CGNX
+193.6%
+64.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | 0.0% |
| 7D | +1.2% | +3.2% | -1.9% | +0.5% |
| 30D | +4.5% | +6.0% | -1.5% | +2.9% |
| 3M | +9.6% | +3.5% | +6.1% | +7.5% |
| 6M | +15.4% | +26.3% | -10.9% | +6.6% |
| YTD | +36.5% | +79.2% | -42.8% | +12.1% |
| 1Y | +39.0% | +43.8% | -4.8% | +20.2% |
| 3Y | +74.3% | +52.0% | +22.3% | +41.2% |
| 5Y | +141.2% | -24.0% | +165.2% | +134.0% |
| All | +258.5% | +193.6% | +64.9% | +101.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling