+14,226.8%
NUE vs CGNX
+12,871.6%
+1,355.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.7% |
| 7D | -0.6% | +3.2% | -3.8% | -1.3% |
| 30D | -4.6% | +6.0% | -10.6% | -5.8% |
| 3M | -0.3% | +3.5% | -3.9% | -1.7% |
| 6M | +51.9% | +26.3% | +25.6% | +43.3% |
| YTD | +60.0% | +79.2% | -19.3% | +37.9% |
| 1Y | +82.9% | +43.8% | +39.1% | +64.1% |
| 3Y | +66.0% | +52.0% | +14.0% | +44.3% |
| 5Y | +149.0% | -24.0% | +173.0% | +145.3% |
| 10Y | +588.3% | +189.1% | +399.2% | +411.2% |
| All | +14,226.8% | +12,871.6% | +1,355.2% | +5,113.6% |
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