+22.9%
ORCL vs CGNX
+49.8%
-26.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.8% | -2.8% |
| 7D | -5.4% | +3.2% | -8.5% | -6.2% |
| 30D | -2.0% | +6.0% | -8.0% | -3.6% |
| 3M | -18.1% | +3.5% | -21.6% | -19.2% |
| 6M | -7.2% | +26.3% | -33.5% | -13.3% |
| YTD | -22.2% | +79.2% | -101.4% | -35.1% |
| 1Y | -50.6% | +43.8% | -94.4% | -56.3% |
| 3Y | +22.9% | +52.0% | -29.1% | +9.9% |
| All | +22.9% | +49.8% | -26.9% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling