+87.8%
NUE vs CGNX
+31.4%
+56.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.7% | +6.6% | -1.3% |
| 7D | -1.4% | -9.2% | +7.8% | -0.6% |
| 30D | +6.6% | -17.6% | +24.1% | +8.1% |
| 3M | -2.0% | -25.7% | +23.7% | -0.1% |
| 6M | +19.2% | -5.5% | +24.7% | +20.0% |
| YTD | +65.6% | +48.1% | +17.5% | +58.9% |
| 1Y | +87.8% | +33.5% | +54.3% | +87.5% |
| All | +87.8% | +31.4% | +56.4% | +87.5% |
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