+46.0%
CGNX vs RCAT
+733.0%
-687.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.5% | -5.4% | +6.9% | +1.9% |
| 30D | -1.8% | -24.2% | +22.4% | +0.2% |
| 3M | +5.3% | -25.8% | +31.1% | +7.0% |
| 6M | +22.3% | -44.9% | +67.2% | +25.4% |
| YTD | +72.2% | +1.9% | +70.3% | +68.8% |
| 1Y | +39.8% | -5.2% | +45.0% | +37.1% |
| All | +46.0% | +733.0% | -687.0% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 3y: compounded portfolio wealth divided by compounded RCAT 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…
3y analysis · Full analysis span regression · 6 months rolling