+7.0%
NET vs CGNX
+19.2%
-12.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -10.5% | +2.2% | -6.5% |
| 7D | -21.2% | -19.5% | -1.7% | -18.5% |
| 30D | -31.1% | -28.4% | -2.7% | -27.9% |
| 3M | -16.5% | -32.7% | +16.2% | -12.2% |
| 6M | 0.0% | -19.0% | +19.1% | +3.0% |
| YTD | +24.0% | +32.6% | -8.5% | +19.0% |
| 1Y | +7.0% | +18.0% | -11.0% | +5.8% |
| All | +7.0% | +19.2% | -12.2% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling