+33.5%
CGNX vs RJF
+7.8%
+25.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.3% | -13.0% | -9.6% |
| 7D | -9.2% | +7.2% | -16.3% | -10.7% |
| 30D | -17.6% | +4.9% | -22.5% | -18.5% |
| 3M | -25.7% | -5.5% | -20.2% | -24.5% |
| 6M | -5.5% | +8.0% | -13.5% | -7.6% |
| YTD | +48.1% | +6.2% | +41.9% | +41.8% |
| 1Y | +33.5% | +7.8% | +25.7% | +26.2% |
| All | +33.5% | +7.8% | +25.7% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling