-61.4%
NVD vs CGNX
+42.4%
-103.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -0.4% |
| 7D | -11.1% | +3.0% | -14.1% | -10.0% |
| 30D | -13.3% | -11.8% | -1.4% | -16.8% |
| 3M | -19.8% | -3.6% | -16.2% | -18.4% |
| 6M | -48.8% | +17.4% | -66.2% | -43.5% |
| YTD | -49.7% | +73.7% | -123.4% | -34.6% |
| 1Y | -61.4% | +41.5% | -102.9% | -53.6% |
| All | -61.4% | +42.4% | -103.8% | -53.6% |
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 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