+7,139.5%
NEE vs CGNX
+12,871.6%
-5,732.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.5% |
| 7D | -1.3% | +3.2% | -4.5% | -1.6% |
| 30D | -3.3% | +6.0% | -9.3% | -3.8% |
| 3M | -2.3% | +3.5% | -5.8% | -2.8% |
| 6M | -8.9% | +26.3% | -35.2% | -10.8% |
| YTD | +4.8% | +79.2% | -74.5% | -0.6% |
| 1Y | +18.7% | +43.8% | -25.1% | +14.2% |
| 3Y | +33.2% | +52.0% | -18.7% | +26.1% |
| 5Y | +10.9% | -24.0% | +34.9% | +9.3% |
| 10Y | +251.8% | +189.1% | +62.7% | +214.2% |
| All | +7,139.5% | +12,871.6% | -5,732.2% | +5,479.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling