+49.6%
XOM vs CGNX
+19.2%
+30.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -10.5% | +8.1% | -3.5% |
| 7D | -9.8% | -19.5% | +9.6% | -12.0% |
| 30D | +0.5% | -28.4% | +28.9% | -3.2% |
| 3M | +9.7% | -32.7% | +42.5% | +5.1% |
| 6M | +8.1% | -19.0% | +27.2% | +6.5% |
| YTD | +40.1% | +32.6% | +7.6% | +45.2% |
| 1Y | +49.6% | +18.0% | +31.6% | +53.5% |
| All | +49.6% | +19.2% | +30.4% | +53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling