+82.0%
USO vs CGNX
+193.6%
-111.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -2.5% |
| 7D | +9.1% | +3.2% | +6.0% | +8.8% |
| 30D | +21.7% | +6.0% | +15.7% | +21.1% |
| 3M | +20.2% | +3.5% | +16.7% | +19.3% |
| 6M | +43.4% | +26.3% | +17.1% | +38.8% |
| YTD | +124.0% | +79.2% | +44.7% | +105.0% |
| 1Y | +112.2% | +43.8% | +68.4% | +99.4% |
| 3Y | +97.7% | +52.0% | +45.7% | +79.3% |
| 5Y | +217.4% | -24.0% | +241.5% | +216.0% |
| All | +82.0% | +193.6% | -111.6% | +40.3% |
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