+12,562.8%
CGNX vs NTRS
+7,800.3%
+4,762.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.6% |
| 7D | +3.2% | +1.4% | +1.8% | +2.5% |
| 30D | +6.0% | -0.7% | +6.7% | +6.4% |
| 3M | +3.5% | +11.3% | -7.8% | -1.8% |
| 6M | +26.3% | +35.5% | -9.2% | +8.7% |
| YTD | +79.2% | +40.6% | +38.7% | +51.2% |
| 1Y | +43.8% | +49.2% | -5.4% | +17.9% |
| 3Y | +52.0% | +167.2% | -115.3% | -6.5% |
| 5Y | -24.0% | +94.9% | -119.0% | -47.3% |
| 10Y | +189.1% | +259.5% | -70.4% | +45.9% |
| All | +12,562.8% | +7,800.3% | +4,762.5% | +1,316.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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