+750.3%
NVT vs CGNX
+38.3%
+711.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.5% | +3.0% |
| 7D | +4.1% | +3.2% | +0.9% | +2.8% |
| 30D | -5.1% | +6.0% | -11.1% | -7.2% |
| 3M | -1.2% | +3.5% | -4.7% | -2.4% |
| 6M | +46.6% | +26.3% | +20.3% | +34.2% |
| YTD | +60.0% | +79.2% | -19.3% | +23.7% |
| 1Y | +70.8% | +43.8% | +27.0% | +42.9% |
| 3Y | +187.5% | +52.0% | +135.6% | +124.8% |
| 5Y | +426.1% | -24.0% | +450.2% | +419.5% |
| All | +750.3% | +38.3% | +711.9% | +492.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling