+1,232.6%
CGNX vs RCAT
-100.0%
+1,332.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.6% |
| 7D | +3.2% | -2.3% | +5.5% | +3.2% |
| 30D | -3.7% | -18.7% | +15.0% | -3.7% |
| 3M | +1.0% | -29.3% | +30.3% | +1.1% |
| 6M | +22.1% | -42.3% | +64.4% | +22.1% |
| YTD | +72.7% | +2.5% | +70.2% | +72.6% |
| 1Y | +40.4% | -5.7% | +46.1% | +40.3% |
| 3Y | +45.2% | +764.9% | -719.6% | +45.0% |
| 5Y | -26.7% | +182.3% | -209.0% | -26.8% |
| 10Y | +178.5% | -98.5% | +277.0% | +183.0% |
| All | +1,232.6% | -100.0% | +1,332.6% | +1,006.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling