-52.8%
NRG vs CGNX
+19.2%
-72.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -10.5% | +7.2% | -0.4% |
| 7D | -17.0% | -19.5% | +2.4% | -11.9% |
| 30D | -21.9% | -28.4% | +6.5% | -14.9% |
| 3M | -32.9% | -32.7% | -0.2% | -26.2% |
| 6M | -48.4% | -19.0% | -29.4% | -45.9% |
| YTD | -48.7% | +32.6% | -81.2% | -54.1% |
| 1Y | -52.8% | +18.0% | -70.8% | -55.5% |
| All | -52.8% | +19.2% | -72.0% | -55.5% |
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