-37.8%
NFLX vs CGNX
+42.4%
-80.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.4% | -7.7% | -5.1% |
| 7D | -4.2% | +3.0% | -7.2% | -3.9% |
| 30D | +5.5% | -11.8% | +17.3% | +4.3% |
| 3M | -4.1% | -3.6% | -0.5% | -4.1% |
| 6M | -20.7% | +17.4% | -38.1% | -19.7% |
| YTD | -16.5% | +73.7% | -90.3% | -15.2% |
| 1Y | -37.8% | +41.5% | -79.3% | -34.0% |
| All | -37.8% | +42.4% | -80.2% | -34.0% |
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 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