+172.1%
NXT vs CGNX
+19.5%
+152.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +0.6% |
| 7D | -1.9% | +3.2% | -5.1% | -2.9% |
| 30D | -20.0% | +6.0% | -26.0% | -21.6% |
| 3M | -30.7% | +3.5% | -34.3% | -31.4% |
| 6M | -29.0% | +26.3% | -55.3% | -33.4% |
| YTD | -4.8% | +79.2% | -84.1% | -21.7% |
| 1Y | +22.8% | +43.8% | -21.0% | +8.2% |
| 3Y | +93.9% | +52.0% | +42.0% | +55.3% |
| All | +172.1% | +19.5% | +152.6% | +132.4% |
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