-31.7%
NKE vs CGNX
+31.4%
-63.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -8.7% | +13.9% | +4.9% |
| 7D | +9.0% | -9.2% | +18.2% | +8.6% |
| 30D | +19.2% | -17.6% | +36.8% | +18.7% |
| 3M | -1.5% | -25.7% | +24.2% | -1.9% |
| 6M | -4.2% | -5.5% | +1.3% | -5.0% |
| YTD | -34.8% | +48.1% | -82.9% | -35.4% |
| 1Y | -31.7% | +33.5% | -65.2% | -30.5% |
| All | -31.7% | +31.4% | -63.1% | -30.5% |
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