+46.5%
NTR vs CGNX
-25.4%
+71.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.8% |
| 7D | -1.3% | +3.2% | -4.4% | -1.6% |
| 30D | +16.8% | +6.0% | +10.8% | +16.0% |
| 3M | +20.7% | +3.5% | +17.2% | +19.7% |
| 6M | +0.5% | +26.3% | -25.8% | -3.1% |
| YTD | +29.2% | +79.2% | -50.1% | +16.5% |
| 1Y | +39.6% | +43.8% | -4.2% | +30.1% |
| 3Y | +37.9% | +52.0% | -14.1% | +23.3% |
| All | +46.5% | -25.4% | +71.9% | +42.8% |
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