-24.5%
CGNX vs RCAT
+182.3%
-206.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +4.2% |
| 7D | +3.2% | -4.9% | +8.1% | +3.5% |
| 30D | +6.0% | -22.9% | +28.9% | +7.8% |
| 3M | +3.5% | -33.7% | +37.3% | +5.8% |
| 6M | +26.3% | -50.7% | +77.0% | +30.1% |
| YTD | +79.2% | +0.4% | +78.9% | +76.0% |
| 1Y | +43.8% | -27.6% | +71.4% | +43.0% |
| 3Y | +52.0% | +753.2% | -701.2% | +29.9% |
| All | -24.5% | +182.3% | -206.7% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling