+34,261.9%
ORCL vs CGNX
+12,469.7%
+21,792.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +15.0% | +3.6% | +11.4% | +14.0% |
| 30D | +10.5% | -6.8% | +17.4% | +12.3% |
| 3M | -23.0% | -0.1% | -22.9% | -23.5% |
| 6M | +7.0% | +26.2% | -19.2% | 0.0% |
| YTD | -15.8% | +73.7% | -89.5% | -28.9% |
| 1Y | -31.1% | +40.4% | -71.5% | -38.7% |
| 3Y | +33.3% | +46.1% | -12.8% | +13.6% |
| 5Y | +94.3% | -25.6% | +119.9% | +91.1% |
| 10Y | +363.4% | +171.3% | +192.1% | +208.8% |
| All | +34,261.9% | +12,469.7% | +21,792.2% | +5,940.3% |
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