+112.2%
USO vs CGNX
+45.2%
+67.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -1.3% |
| 7D | +9.1% | +3.2% | +6.0% | +9.9% |
| 30D | +21.7% | +6.0% | +15.7% | +23.4% |
| 3M | +20.2% | +3.5% | +16.7% | +22.0% |
| 6M | +43.4% | +26.3% | +17.1% | +52.6% |
| YTD | +124.0% | +79.2% | +44.7% | +138.5% |
| 1Y | +112.2% | +43.8% | +68.4% | +133.0% |
| All | +112.2% | +45.2% | +67.0% | +133.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling