-28.0%
ORCL vs CGNX
+42.4%
-70.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.5% |
| 7D | +5.3% | +3.0% | +2.3% | +4.6% |
| 30D | +10.0% | -11.8% | +21.8% | +13.1% |
| 3M | -32.6% | -3.6% | -29.0% | -32.3% |
| 6M | +4.9% | +17.4% | -12.5% | +0.6% |
| YTD | -17.8% | +73.7% | -91.5% | -30.5% |
| 1Y | -28.0% | +41.5% | -69.5% | -33.7% |
| All | -28.0% | +42.4% | -70.4% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling