+588.7%
VLO vs CGNX
-25.4%
+614.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +0.8% |
| 7D | +5.3% | +3.2% | +2.1% | +4.9% |
| 30D | +18.2% | +6.0% | +12.2% | +17.3% |
| 3M | +53.3% | +3.5% | +49.8% | +52.0% |
| 6M | +70.4% | +26.3% | +44.1% | +63.4% |
| YTD | +143.4% | +79.2% | +64.1% | +116.4% |
| 1Y | +153.0% | +43.8% | +109.2% | +133.4% |
| 3Y | +195.0% | +52.0% | +143.0% | +156.6% |
| All | +588.7% | -25.4% | +614.1% | +521.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling