+516.2%
CGNX vs NWSA
+121.1%
+395.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.0% |
| 7D | +3.2% | -2.8% | +6.0% | +4.6% |
| 30D | +6.0% | +3.0% | +3.0% | +4.3% |
| 3M | +3.5% | +12.3% | -8.8% | -3.6% |
| 6M | +26.3% | +21.9% | +4.4% | +12.2% |
| YTD | +79.2% | +13.6% | +65.7% | +63.0% |
| 1Y | +43.8% | +0.5% | +43.3% | +39.2% |
| 3Y | +52.0% | +43.8% | +8.2% | +21.6% |
| 5Y | -24.0% | +41.2% | -65.2% | -40.1% |
| 10Y | +189.1% | +148.6% | +40.5% | +57.1% |
| All | +516.2% | +121.1% | +395.1% | +252.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling