+930.9%
SLB vs CGNX
+12,360.6%
-11,429.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -2.4% | +1.5% | -3.9% | -2.7% |
| 30D | +4.9% | -1.8% | +6.7% | +5.1% |
| 3M | +1.4% | +5.3% | -3.8% | -0.2% |
| 6M | +17.6% | +22.3% | -4.7% | +12.5% |
| YTD | +48.3% | +72.2% | -23.9% | +31.7% |
| 1Y | +58.7% | +39.8% | +18.8% | +45.4% |
| 3Y | +0.6% | +44.8% | -44.3% | -10.2% |
| 5Y | +133.6% | -27.0% | +160.6% | +129.6% |
| 10Y | -4.4% | +177.7% | -182.1% | -25.6% |
| All | +930.9% | +12,360.6% | -11,429.7% | +390.9% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling