+1,449.6%
NET vs CGNX
+32.1%
+1,417.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -3.2% |
| 7D | -7.0% | +3.0% | -9.9% | -8.3% |
| 30D | -4.8% | -11.8% | +7.0% | +1.0% |
| 3M | +3.8% | -3.6% | +7.4% | +3.9% |
| 6M | +50.0% | +17.4% | +32.6% | +34.1% |
| YTD | +41.5% | +73.7% | -32.3% | -4.8% |
| 1Y | +32.8% | +41.5% | -8.7% | -0.9% |
| 3Y | +335.9% | +34.1% | +301.8% | +207.1% |
| 5Y | +113.8% | -27.3% | +141.1% | +118.2% |
| All | +1,449.6% | +32.1% | +1,417.5% | +1,124.0% |
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