+53,398.1%
ORLY vs CGNX
+5,809.3%
+47,588.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.2% |
| 7D | -2.4% | +3.2% | -5.5% | -2.8% |
| 30D | -6.8% | +6.0% | -12.8% | -7.7% |
| 3M | -4.8% | +3.5% | -8.3% | -5.8% |
| 6M | -9.1% | +26.3% | -35.4% | -13.1% |
| YTD | -5.9% | +79.2% | -85.2% | -15.6% |
| 1Y | -20.4% | +43.8% | -64.2% | -26.7% |
| 3Y | +36.6% | +52.0% | -15.4% | +21.1% |
| 5Y | +117.3% | -24.0% | +141.4% | +110.6% |
| 10Y | +362.7% | +189.1% | +173.6% | +248.4% |
| All | +53,398.1% | +5,809.3% | +47,588.8% | +25,421.1% |
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 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