+2,564.8%
NOW vs CGNX
+803.1%
+1,761.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -4.1% | +3.2% | -7.3% | -5.1% |
| 30D | +2.9% | -3.7% | +6.6% | +3.7% |
| 3M | +22.6% | +1.0% | +21.5% | +19.3% |
| 6M | +7.5% | +22.1% | -14.5% | -3.4% |
| YTD | -14.4% | +72.7% | -87.1% | -34.9% |
| 1Y | -29.8% | +40.4% | -70.2% | -42.9% |
| 3Y | +9.2% | +45.2% | -36.0% | -18.8% |
| 5Y | +0.8% | -26.7% | +27.5% | -1.6% |
| 10Y | +790.9% | +178.5% | +612.4% | +389.7% |
| All | +2,564.8% | +803.1% | +1,761.7% | +940.2% |
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