+143.4%
NTAP vs CGNX
-25.4%
+168.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.1% | +4.4% | +7.5% |
| 7D | +7.4% | +3.2% | +4.2% | +6.6% |
| 30D | -1.4% | +6.0% | -7.4% | -2.8% |
| 3M | +24.6% | +3.5% | +21.0% | +22.7% |
| 6M | +105.9% | +26.3% | +79.6% | +91.8% |
| YTD | +88.5% | +79.2% | +9.3% | +53.9% |
| 1Y | +62.1% | +43.8% | +18.3% | +41.0% |
| 3Y | +169.1% | +52.0% | +117.1% | +116.7% |
| All | +143.4% | -25.4% | +168.8% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling