+290.8%
CGNX vs RACE
+640.3%
-349.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.5% |
| 7D | +3.6% | -1.0% | +4.6% | +4.1% |
| 30D | -6.8% | -1.5% | -5.3% | -6.3% |
| 3M | -0.1% | +15.5% | -15.6% | -7.6% |
| 6M | +26.2% | +17.3% | +8.9% | +14.9% |
| YTD | +73.7% | +11.1% | +62.6% | +62.0% |
| 1Y | +40.4% | -14.3% | +54.7% | +47.6% |
| 3Y | +46.1% | +40.2% | +5.9% | +8.1% |
| 5Y | -25.6% | +92.6% | -118.2% | -55.0% |
| 10Y | +171.3% | +786.6% | -615.3% | -12.5% |
| All | +290.8% | +640.3% | -349.5% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling