+384.6%
NVDA vs CGNX
+49.8%
+334.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -1.2% |
| 7D | -5.1% | +3.2% | -8.3% | -6.0% |
| 30D | -2.5% | +6.0% | -8.5% | -4.2% |
| 3M | +6.7% | +3.5% | +3.1% | +5.0% |
| 6M | +17.6% | +26.3% | -8.7% | +9.0% |
| YTD | +17.3% | +79.2% | -61.9% | -5.1% |
| 1Y | +23.5% | +43.8% | -20.3% | +7.2% |
| 3Y | +384.6% | +52.0% | +332.7% | +306.5% |
| All | +384.6% | +49.8% | +334.9% | +306.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling