+21,151.7%
NTAP vs CGNX
+946.9%
+20,204.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.1% | +4.4% | +6.8% |
| 7D | +7.4% | +3.2% | +4.2% | +6.0% |
| 30D | -1.4% | +6.0% | -7.4% | -3.9% |
| 3M | +24.6% | +3.5% | +21.0% | +21.2% |
| 6M | +105.9% | +26.3% | +79.6% | +81.8% |
| YTD | +88.5% | +79.2% | +9.3% | +35.0% |
| 1Y | +62.1% | +43.8% | +18.3% | +26.4% |
| 3Y | +169.1% | +52.0% | +117.1% | +92.1% |
| 5Y | +141.9% | -24.0% | +165.9% | +124.0% |
| 10Y | +644.0% | +189.1% | +454.9% | +238.4% |
| All | +21,151.7% | +946.9% | +20,204.8% | +3,368.8% |
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 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