+43.8%
CGNX vs RBA
-27.6%
+71.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.8% | +0.3% | +5.0% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +6.0% | -2.9% | +8.9% | +5.3% |
| 3M | +3.5% | -20.9% | +24.5% | -1.6% |
| 6M | +26.3% | -17.7% | +44.0% | +21.4% |
| YTD | +79.2% | -18.2% | +97.4% | +59.2% |
| 1Y | +43.8% | -29.1% | +72.9% | +33.8% |
| All | +43.8% | -27.6% | +71.4% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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