+22.3%
CGNX vs RGEN
+28.5%
-6.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.5% | -2.9% | +4.4% | +1.9% |
| 30D | -1.8% | -0.1% | -1.7% | -1.8% |
| 3M | +5.3% | +25.9% | -20.7% | +0.9% |
| 6M | +22.3% | +35.2% | -12.9% | +12.9% |
| All | +22.3% | +28.5% | -6.2% | +12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling