+185.8%
CGNX vs RGEN
+415.7%
-229.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.8% | +4.0% |
| 7D | +3.2% | -1.4% | +4.6% | +3.7% |
| 30D | +6.0% | -0.3% | +6.3% | +5.8% |
| 3M | +3.5% | +23.9% | -20.3% | -5.0% |
| 6M | +26.3% | +38.5% | -12.2% | +10.4% |
| YTD | +79.2% | +0.8% | +78.4% | +74.1% |
| 1Y | +43.8% | +38.2% | +5.6% | +24.3% |
| 3Y | +52.0% | +1.3% | +50.7% | +36.7% |
| 5Y | -24.0% | -44.0% | +20.0% | -20.3% |
| All | +185.8% | +415.7% | -229.9% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling