+15,891.4%
NOC vs CGNX
+12,871.6%
+3,019.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.4% |
| 7D | +0.8% | +3.2% | -2.4% | +0.5% |
| 30D | -9.7% | +6.0% | -15.7% | -10.3% |
| 3M | -5.6% | +3.5% | -9.2% | -6.3% |
| 6M | -28.6% | +26.3% | -54.9% | -30.6% |
| YTD | -7.9% | +79.2% | -87.1% | -14.0% |
| 1Y | -9.5% | +43.8% | -53.3% | -14.0% |
| 3Y | +28.4% | +52.0% | -23.6% | +19.2% |
| 5Y | +59.0% | -24.0% | +83.0% | +55.7% |
| 10Y | +191.3% | +189.1% | +2.2% | +145.6% |
| All | +15,891.4% | +12,871.6% | +3,019.8% | +10,258.3% |
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