-27.0%
CGNX vs RACE
+90.9%
-118.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | +1.5% | -2.2% | +3.7% | +2.4% |
| 30D | -1.8% | -0.4% | -1.4% | -1.8% |
| 3M | +5.3% | +17.9% | -12.7% | -2.1% |
| 6M | +22.3% | +19.3% | +3.0% | +12.6% |
| YTD | +72.2% | +11.9% | +60.3% | +62.6% |
| 1Y | +39.8% | -12.7% | +52.6% | +45.1% |
| 3Y | +44.8% | +41.1% | +3.7% | +2.0% |
| 5Y | -27.0% | +94.1% | -121.1% | -62.5% |
| All | -27.0% | +90.9% | -118.0% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling