+1,736.0%
NXPI vs CGNX
+1,307.2%
+428.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +0.7% | +1.5% | -0.8% | -0.1% |
| 30D | -4.2% | -1.8% | -2.4% | -3.7% |
| 3M | -20.4% | +5.3% | -25.7% | -23.1% |
| 6M | +12.5% | +22.3% | -9.8% | +0.5% |
| YTD | +5.2% | +72.2% | -67.0% | -24.9% |
| 1Y | +5.1% | +39.8% | -34.7% | -17.6% |
| 3Y | +17.7% | +44.8% | -27.1% | -13.5% |
| 5Y | +16.8% | -27.0% | +43.9% | +17.3% |
| 10Y | +215.8% | +177.7% | +38.1% | +46.2% |
| All | +1,736.0% | +1,307.2% | +428.8% | +225.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling