+39.9%
XOP vs CGNX
+49.8%
-9.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.3% |
| 7D | +2.6% | +3.2% | -0.5% | +2.3% |
| 30D | +9.6% | +6.0% | +3.6% | +8.8% |
| 3M | +20.4% | +3.5% | +16.8% | +19.2% |
| 6M | +19.9% | +26.3% | -6.4% | +14.7% |
| YTD | +56.4% | +79.2% | -22.8% | +36.6% |
| 1Y | +52.4% | +43.8% | +8.7% | +39.9% |
| 3Y | +39.9% | +52.0% | -12.1% | +8.5% |
| All | +39.9% | +49.8% | -9.9% | +8.5% |
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 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