+889.8%
NVDA vs CGNX
-25.4%
+915.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -2.0% |
| 7D | -5.1% | +3.2% | -8.3% | -6.6% |
| 30D | -2.5% | +6.0% | -8.5% | -5.4% |
| 3M | +6.7% | +3.5% | +3.1% | +3.7% |
| 6M | +17.6% | +26.3% | -8.7% | +3.0% |
| YTD | +17.3% | +79.2% | -61.9% | -19.0% |
| 1Y | +23.5% | +43.8% | -20.3% | -5.0% |
| 3Y | +384.6% | +52.0% | +332.7% | +226.1% |
| All | +889.8% | -25.4% | +915.2% | +975.8% |
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