-24.0%
NKE vs CGNX
+193.6%
-217.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.6% |
| 7D | -4.2% | +3.2% | -7.3% | -5.0% |
| 30D | -8.2% | +6.0% | -14.2% | -10.1% |
| 3M | -19.1% | +3.5% | -22.6% | -21.0% |
| 6M | -32.6% | +26.3% | -58.9% | -38.5% |
| YTD | -40.7% | +79.2% | -120.0% | -52.8% |
| 1Y | -48.9% | +43.8% | -92.7% | -56.7% |
| 3Y | -59.2% | +52.0% | -111.2% | -68.0% |
| 5Y | -75.3% | -24.0% | -51.3% | -76.3% |
| All | -24.0% | +193.6% | -217.6% | -48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling