+12,562.8%
CGNX vs RJF
+48,495.2%
-35,932.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +3.2% | -2.7% | +5.9% | +4.4% |
| 30D | +6.0% | -4.3% | +10.3% | +7.9% |
| 3M | +3.5% | +15.7% | -12.2% | -3.3% |
| 6M | +26.3% | +17.8% | +8.5% | +16.7% |
| YTD | +79.2% | +9.2% | +70.1% | +70.7% |
| 1Y | +43.8% | +2.8% | +41.0% | +40.6% |
| 3Y | +52.0% | +69.5% | -17.5% | +18.9% |
| 5Y | -24.0% | +105.9% | -130.0% | -46.0% |
| 10Y | +189.1% | +424.9% | -235.8% | +36.9% |
| All | +12,562.8% | +48,495.2% | -35,932.4% | +1,055.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling