+33.5%
CGNX vs RRC
+44.7%
-11.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.5% | -5.2% | -9.2% |
| 7D | -9.2% | -6.8% | -2.4% | -10.2% |
| 30D | -17.6% | +34.7% | -52.3% | -11.3% |
| 3M | -25.7% | +31.5% | -57.2% | -20.3% |
| 6M | -5.5% | +21.8% | -27.3% | +0.6% |
| YTD | +48.1% | +48.9% | -0.8% | +60.3% |
| 1Y | +33.5% | +42.1% | -8.6% | +44.5% |
| All | +33.5% | +44.7% | -11.2% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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