+185.8%
CGNX vs RACE
+844.0%
-658.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +3.4% |
| 7D | +3.2% | +0.9% | +2.2% | +2.7% |
| 30D | +6.0% | +1.6% | +4.4% | +4.9% |
| 3M | +3.5% | +13.2% | -9.6% | -3.8% |
| 6M | +26.3% | +22.9% | +3.4% | +11.3% |
| YTD | +79.2% | +13.3% | +66.0% | +64.5% |
| 1Y | +43.8% | -12.7% | +56.5% | +50.2% |
| 3Y | +52.0% | +40.3% | +11.7% | +8.2% |
| 5Y | -24.0% | +96.5% | -120.5% | -57.8% |
| All | +185.8% | +844.0% | -658.1% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling