-71.5%
USO vs CGNX
+1,009.4%
-1,080.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -2.7% |
| 7D | +9.1% | +3.2% | +6.0% | +8.6% |
| 30D | +21.7% | +6.0% | +15.7% | +20.6% |
| 3M | +20.2% | +3.5% | +16.7% | +18.7% |
| 6M | +43.4% | +26.3% | +17.1% | +36.3% |
| YTD | +124.0% | +79.2% | +44.7% | +97.9% |
| 1Y | +112.2% | +43.8% | +68.4% | +93.5% |
| 3Y | +97.7% | +52.0% | +45.7% | +73.1% |
| 5Y | +217.4% | -24.0% | +241.5% | +207.2% |
| 10Y | +82.8% | +189.1% | -106.2% | +29.1% |
| All | -71.5% | +1,009.4% | -1,080.9% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling