+33.5%
CGNX vs RACE
+10.6%
+23.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.3% | -13.0% | -10.0% |
| 7D | -9.2% | +9.9% | -19.1% | -12.0% |
| 30D | -17.6% | +12.8% | -30.4% | -20.9% |
| 3M | -25.7% | +7.4% | -33.1% | -27.6% |
| 6M | -5.5% | +27.6% | -33.1% | -14.1% |
| YTD | +48.1% | +18.4% | +29.7% | +41.2% |
| 1Y | +33.5% | +9.5% | +24.0% | +30.7% |
| All | +33.5% | +10.6% | +23.0% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling