+5,061.4%
NI vs CGNX
+12,871.6%
-7,810.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.4% |
| 7D | 0.0% | +3.2% | -3.1% | -0.2% |
| 30D | -1.4% | +6.0% | -7.4% | -1.9% |
| 3M | -10.6% | +3.5% | -14.1% | -11.1% |
| 6M | -9.3% | +26.3% | -35.6% | -11.5% |
| YTD | +1.1% | +79.2% | -78.1% | -4.7% |
| 1Y | +3.4% | +43.8% | -40.4% | -1.1% |
| 3Y | +67.9% | +52.0% | +15.9% | +57.7% |
| 5Y | +98.0% | -24.0% | +122.0% | +94.7% |
| 10Y | +143.6% | +189.1% | -45.5% | +111.1% |
| All | +5,061.4% | +12,871.6% | -7,810.2% | +3,186.8% |
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 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