+5,498.7%
NSC vs CGNX
+12,397.0%
-6,898.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -2.0% | +3.2% | -5.3% | -2.6% |
| 30D | -3.2% | -3.7% | +0.5% | -2.7% |
| 3M | +3.9% | +1.0% | +2.9% | +3.1% |
| 6M | +7.8% | +22.1% | -14.3% | +3.0% |
| YTD | +13.4% | +72.7% | -59.3% | +0.6% |
| 1Y | +20.3% | +40.4% | -20.1% | +10.0% |
| 3Y | +76.1% | +45.2% | +30.8% | +56.7% |
| 5Y | +45.0% | -26.7% | +71.7% | +42.4% |
| 10Y | +335.7% | +178.5% | +157.2% | +236.5% |
| All | +5,498.7% | +12,397.0% | -6,898.3% | +2,339.0% |
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