-24.5%
CGNX vs RGEN
-44.2%
+19.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.8% | +4.0% |
| 7D | +3.2% | -1.4% | +4.6% | +3.6% |
| 30D | +6.0% | -0.3% | +6.3% | +5.9% |
| 3M | +3.5% | +23.9% | -20.3% | -4.0% |
| 6M | +26.3% | +38.5% | -12.2% | +12.2% |
| YTD | +79.2% | +0.8% | +78.4% | +75.1% |
| 1Y | +43.8% | +38.2% | +5.6% | +26.5% |
| 3Y | +52.0% | +1.3% | +50.7% | +39.2% |
| All | -24.5% | -44.2% | +19.7% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling