+924.9%
VLO vs CGNX
+193.6%
+731.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +0.3% |
| 7D | +5.3% | +3.2% | +2.1% | +4.5% |
| 30D | +18.2% | +6.0% | +12.2% | +16.3% |
| 3M | +53.3% | +3.5% | +49.8% | +50.6% |
| 6M | +70.4% | +26.3% | +44.1% | +57.2% |
| YTD | +143.4% | +79.2% | +64.1% | +97.9% |
| 1Y | +153.0% | +43.8% | +109.2% | +117.3% |
| 3Y | +195.0% | +52.0% | +143.0% | +137.2% |
| 5Y | +618.8% | -24.0% | +642.8% | +596.2% |
| All | +924.9% | +193.6% | +731.3% | +550.1% |
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