-0.4%
SLB vs CGNX
+49.8%
-50.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.7% |
| 7D | -2.5% | +3.2% | -5.7% | -3.1% |
| 30D | +7.1% | +6.0% | +1.1% | +5.8% |
| 3M | +0.6% | +3.5% | -2.9% | -0.9% |
| 6M | +17.6% | +26.3% | -8.7% | +10.6% |
| YTD | +48.5% | +79.2% | -30.8% | +25.8% |
| 1Y | +59.4% | +43.8% | +15.6% | +42.5% |
| 3Y | -0.4% | +52.0% | -52.3% | -24.8% |
| All | -0.4% | +49.8% | -50.1% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling