-45.8%
NIO vs CGNX
+22.1%
-67.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -3.0% | -3.1% |
| 7D | -7.3% | +1.5% | -8.7% | -8.0% |
| 30D | -22.5% | -1.8% | -20.7% | -22.1% |
| 3M | -30.9% | +5.3% | -36.1% | -34.1% |
| 6M | -37.2% | +22.3% | -59.5% | -45.5% |
| YTD | -29.8% | +72.2% | -102.0% | -52.8% |
| 1Y | -37.4% | +39.8% | -77.3% | -53.1% |
| 3Y | -64.3% | +44.8% | -109.2% | -75.7% |
| 5Y | -90.6% | -27.0% | -63.5% | -90.4% |
| All | -45.8% | +22.1% | -67.8% | -57.9% |
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