+52.0%
CGNX vs RVTY
+17.0%
+34.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.3% | +3.0% |
| 7D | +3.2% | -4.5% | +7.7% | +5.0% |
| 30D | +6.0% | +5.5% | +0.5% | +3.6% |
| 3M | +3.5% | +22.5% | -19.0% | -5.3% |
| 6M | +26.3% | +38.9% | -12.6% | +9.0% |
| YTD | +79.2% | +28.7% | +50.5% | +57.1% |
| 1Y | +43.8% | +45.5% | -1.7% | +19.0% |
| 3Y | +52.0% | +16.4% | +35.6% | +38.5% |
| All | +52.0% | +17.0% | +34.9% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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