+195.0%
VLO vs CGNX
+49.8%
+145.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +0.9% |
| 7D | +5.3% | +3.2% | +2.1% | +5.0% |
| 30D | +18.2% | +6.0% | +12.2% | +17.4% |
| 3M | +53.3% | +3.5% | +49.8% | +52.1% |
| 6M | +70.4% | +26.3% | +44.1% | +64.0% |
| YTD | +143.4% | +79.2% | +64.1% | +116.0% |
| 1Y | +153.0% | +43.8% | +109.2% | +134.4% |
| 3Y | +195.0% | +52.0% | +143.0% | +149.2% |
| All | +195.0% | +49.8% | +145.2% | +149.2% |
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