-64.3%
NIO vs CGNX
+49.8%
-114.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -1.0% | +1.8% |
| 7D | -2.9% | +3.2% | -6.1% | -3.8% |
| 30D | -18.7% | +6.0% | -24.7% | -20.3% |
| 3M | -29.4% | +3.5% | -33.0% | -30.9% |
| 6M | -32.5% | +26.3% | -58.8% | -38.7% |
| YTD | -27.6% | +79.2% | -106.9% | -44.5% |
| 1Y | -39.2% | +43.8% | -83.0% | -49.1% |
| 3Y | -64.3% | +52.0% | -116.2% | -72.1% |
| All | -64.3% | +49.8% | -114.0% | -72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling