-7.5%
NOC vs CGNX
+31.4%
-38.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -8.7% | +4.2% | -4.3% |
| 7D | -5.0% | -9.2% | +4.2% | -4.7% |
| 30D | +10.3% | -17.6% | +27.9% | +11.0% |
| 3M | -4.3% | -25.7% | +21.4% | -3.5% |
| 6M | -6.5% | -5.5% | -1.0% | -7.4% |
| YTD | -6.7% | +48.1% | -54.8% | -11.3% |
| 1Y | -7.5% | +33.5% | -41.0% | -12.4% |
| All | -7.5% | +31.4% | -38.9% | -12.4% |
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