-24.5%
CGNX vs NWSA
+40.0%
-64.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.0% |
| 7D | +3.2% | -2.8% | +6.0% | +4.5% |
| 30D | +6.0% | +3.0% | +3.0% | +4.4% |
| 3M | +3.5% | +12.3% | -8.8% | -3.2% |
| 6M | +26.3% | +21.9% | +4.4% | +12.4% |
| YTD | +79.2% | +13.6% | +65.7% | +64.1% |
| 1Y | +43.8% | +0.5% | +43.3% | +41.4% |
| 3Y | +52.0% | +43.8% | +8.2% | +20.5% |
| All | -24.5% | +40.0% | -64.5% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling