+1,489.3%
NRG vs CGNX
+1,082.2%
+407.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.5% |
| 7D | -4.7% | +3.2% | -7.8% | -5.5% |
| 30D | -6.0% | +6.0% | -12.0% | -7.5% |
| 3M | -8.0% | +3.5% | -11.5% | -9.5% |
| 6M | -23.2% | +26.3% | -49.4% | -28.5% |
| YTD | -28.1% | +79.2% | -107.3% | -40.4% |
| 1Y | -27.3% | +43.8% | -71.1% | -36.3% |
| 3Y | +208.7% | +52.0% | +156.7% | +157.1% |
| 5Y | +197.7% | -24.0% | +221.7% | +188.4% |
| 10Y | +1,103.3% | +189.1% | +914.2% | +652.5% |
| All | +1,489.3% | +1,082.2% | +407.2% | +441.1% |
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