-27.5%
CGNX vs RBA
+34.3%
-61.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +1.5% | -3.3% | +4.8% | +2.1% |
| 30D | -1.8% | -9.8% | +8.0% | 0.0% |
| 3M | +5.3% | -23.5% | +28.7% | +10.1% |
| 6M | +22.3% | -21.5% | +43.8% | +27.2% |
| YTD | +72.2% | -21.2% | +93.3% | +75.6% |
| 1Y | +39.8% | -30.2% | +70.0% | +47.6% |
| 3Y | +44.8% | +25.3% | +19.5% | +30.1% |
| All | -27.5% | +34.3% | -61.7% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling