+4,439.9%
XOM vs CGNX
+12,871.6%
-8,431.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | 0.0% |
| 7D | +4.1% | +3.2% | +0.9% | +3.7% |
| 30D | +4.6% | +6.0% | -1.4% | +3.8% |
| 3M | +14.0% | +3.5% | +10.4% | +12.9% |
| 6M | +11.0% | +26.3% | -15.3% | +7.1% |
| YTD | +40.7% | +79.2% | -38.5% | +29.3% |
| 1Y | +52.3% | +43.8% | +8.5% | +42.9% |
| 3Y | +60.5% | +52.0% | +8.5% | +47.0% |
| 5Y | +266.4% | -24.0% | +290.5% | +257.6% |
| 10Y | +194.4% | +189.1% | +5.3% | +145.4% |
| All | +4,439.9% | +12,871.6% | -8,431.8% | +2,598.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling