+223.9%
NXPI vs CGNX
+193.6%
+30.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.1% | +0.4% | +2.6% |
| 7D | +3.9% | +3.2% | +0.7% | +2.4% |
| 30D | +1.4% | +6.0% | -4.6% | -1.6% |
| 3M | -21.5% | +3.5% | -25.1% | -23.4% |
| 6M | +19.4% | +26.3% | -6.9% | +5.8% |
| YTD | +9.9% | +79.2% | -69.3% | -21.7% |
| 1Y | +7.9% | +43.8% | -35.9% | -15.3% |
| 3Y | +22.7% | +52.0% | -29.3% | -10.8% |
| 5Y | +22.1% | -24.0% | +46.1% | +20.1% |
| All | +223.9% | +193.6% | +30.3% | +130.2% |
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