+52.0%
CGNX vs RRC
+29.5%
+22.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +4.4% |
| 7D | +3.2% | -1.8% | +5.0% | +3.5% |
| 30D | +6.0% | +2.7% | +3.3% | +5.4% |
| 3M | +3.5% | +8.8% | -5.3% | +1.3% |
| 6M | +26.3% | -1.2% | +27.5% | +25.6% |
| YTD | +79.2% | +17.6% | +61.7% | +68.5% |
| 1Y | +43.8% | +18.4% | +25.4% | +34.3% |
| 3Y | +52.0% | +33.1% | +18.9% | +35.1% |
| All | +52.0% | +29.5% | +22.5% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling