+185.8%
CGNX vs RNG
+222.9%
-37.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | +3.2% | -6.1% | +9.3% | +4.7% |
| 30D | +6.0% | +9.6% | -3.6% | +3.2% |
| 3M | +3.5% | +83.3% | -79.8% | -13.1% |
| 6M | +26.3% | +77.9% | -51.6% | +4.8% |
| YTD | +79.2% | +139.9% | -60.7% | +32.9% |
| 1Y | +43.8% | +121.7% | -77.9% | +8.9% |
| 3Y | +52.0% | +121.9% | -69.9% | +9.4% |
| 5Y | -24.0% | -68.4% | +44.3% | -13.9% |
| All | +185.8% | +222.9% | -37.1% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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