+217.9%
XLE vs CGNX
-25.4%
+243.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.1% |
| 7D | +1.7% | +3.2% | -1.5% | +1.3% |
| 30D | +6.7% | +6.0% | +0.7% | +6.0% |
| 3M | +14.9% | +3.5% | +11.3% | +13.8% |
| 6M | +15.9% | +26.3% | -10.4% | +11.2% |
| YTD | +47.7% | +79.2% | -31.5% | +32.4% |
| 1Y | +50.7% | +43.8% | +6.9% | +39.7% |
| 3Y | +57.9% | +52.0% | +5.9% | +38.9% |
| All | +217.9% | -25.4% | +243.3% | +198.3% |
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