+33.5%
CGNX vs NWSA
+18.2%
+15.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.7% | -12.4% | -6.7% |
| 7D | -9.2% | +4.3% | -13.5% | -7.0% |
| 30D | -17.6% | +5.6% | -23.1% | -14.9% |
| 3M | -25.7% | +7.3% | -33.0% | -22.4% |
| 6M | -5.5% | +18.8% | -24.3% | +4.7% |
| YTD | +48.1% | +17.9% | +30.2% | +75.4% |
| 1Y | +33.5% | +19.3% | +14.2% | +57.2% |
| All | +33.5% | +18.2% | +15.3% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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