+719.3%
NYT vs CGNX
+12,871.6%
-12,152.3%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.2% |
| 7D | -0.6% | +3.2% | -3.8% | -1.1% |
| 30D | +4.6% | +6.0% | -1.4% | +3.4% |
| 3M | -9.6% | +3.5% | -13.1% | -10.8% |
| 6M | -14.0% | +26.3% | -40.3% | -18.3% |
| YTD | -2.8% | +79.2% | -82.1% | -14.1% |
| 1Y | +15.6% | +43.8% | -28.2% | +5.3% |
| 3Y | +56.3% | +52.0% | +4.4% | +37.5% |
| 5Y | +39.5% | -24.0% | +63.6% | +36.1% |
| 10Y | +488.0% | +189.1% | +298.9% | +343.9% |
| All | +719.3% | +12,871.6% | -12,152.3% | +254.5% |
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