+302.3%
NEM vs CGNX
+193.6%
+108.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | 0.0% |
| 7D | -1.0% | +3.2% | -4.2% | -1.4% |
| 30D | +7.8% | +6.0% | +1.8% | +6.9% |
| 3M | +30.2% | +3.5% | +26.7% | +29.1% |
| 6M | +9.6% | +26.3% | -16.7% | +6.0% |
| YTD | +27.8% | +79.2% | -51.4% | +16.9% |
| 1Y | +60.7% | +43.8% | +16.9% | +50.8% |
| 3Y | +245.3% | +52.0% | +193.3% | +214.2% |
| 5Y | +155.3% | -24.0% | +179.4% | +148.5% |
| All | +302.3% | +193.6% | +108.7% | +171.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling