+12,099.4%
CGNX vs RVTY
+2,293.6%
+9,805.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | +0.5% |
| 7D | +3.2% | -5.4% | +8.6% | +5.7% |
| 30D | -3.7% | +6.7% | -10.5% | -6.7% |
| 3M | +1.0% | +19.0% | -18.0% | -7.0% |
| 6M | +22.1% | +34.6% | -12.6% | +6.0% |
| YTD | +72.7% | +28.3% | +44.4% | +51.3% |
| 1Y | +40.4% | +46.0% | -5.7% | +16.3% |
| 3Y | +45.2% | +16.9% | +28.4% | +29.1% |
| 5Y | -26.7% | -32.9% | +6.3% | -17.8% |
| 10Y | +178.5% | +141.6% | +36.9% | +86.5% |
| All | +12,099.4% | +2,293.6% | +9,805.9% | +3,608.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling