+6.4%
OXY vs CGNX
+193.6%
-187.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.7% |
| 7D | +2.8% | +3.2% | -0.3% | +1.9% |
| 30D | +5.5% | +6.0% | -0.5% | +3.3% |
| 3M | +11.3% | +3.5% | +7.8% | +8.3% |
| 6M | +11.6% | +26.3% | -14.7% | +0.1% |
| YTD | +51.6% | +79.2% | -27.7% | +15.7% |
| 1Y | +36.2% | +43.8% | -7.6% | +11.3% |
| 3Y | +1.7% | +52.0% | -50.2% | -23.9% |
| 5Y | +164.5% | -24.0% | +188.5% | +154.8% |
| All | +6.4% | +193.6% | -187.2% | -37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling