+37.0%
NTR vs CGNX
+19.2%
+17.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.5% | +10.7% | -0.9% |
| 7D | +5.4% | -19.5% | +24.9% | +3.2% |
| 30D | +1.4% | -28.4% | +29.8% | -1.7% |
| 3M | +8.7% | -32.7% | +41.5% | +5.0% |
| 6M | -4.9% | -19.0% | +14.1% | -6.0% |
| YTD | +19.8% | +32.6% | -12.7% | +22.9% |
| 1Y | +37.0% | +18.0% | +18.9% | +42.2% |
| All | +37.0% | +19.2% | +17.8% | +42.2% |
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