-3.6%
ORLY vs CGNX
+19.2%
-22.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -10.5% | +9.6% | -1.1% |
| 7D | +3.9% | -19.5% | +23.3% | +3.5% |
| 30D | +7.5% | -28.4% | +35.9% | +7.1% |
| 3M | -2.1% | -32.7% | +30.6% | -2.3% |
| 6M | -3.7% | -19.0% | +15.3% | -4.5% |
| YTD | +0.3% | +32.6% | -32.3% | -2.2% |
| 1Y | -3.6% | +18.0% | -21.7% | -4.4% |
| All | -3.6% | +19.2% | -22.8% | -4.4% |
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