+189.8%
NOC vs CGNX
+193.6%
-3.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.5% |
| 7D | +0.8% | +3.2% | -2.4% | +0.4% |
| 30D | -9.7% | +6.0% | -15.7% | -10.5% |
| 3M | -5.6% | +3.5% | -9.2% | -6.6% |
| 6M | -28.6% | +26.3% | -54.9% | -31.5% |
| YTD | -7.9% | +79.2% | -87.1% | -16.8% |
| 1Y | -9.5% | +43.8% | -53.3% | -16.0% |
| 3Y | +28.4% | +52.0% | -23.6% | +14.8% |
| 5Y | +59.0% | -24.0% | +83.0% | +58.9% |
| All | +189.8% | +193.6% | -3.8% | +114.4% |
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 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