+11.2%
RBRK vs CGNX
+45.2%
-33.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.1% | -6.6% | -3.1% |
| 7D | -7.5% | +3.2% | -10.7% | -7.9% |
| 30D | -10.4% | +6.0% | -16.4% | -11.1% |
| 3M | +21.3% | +3.5% | +17.7% | +20.5% |
| 6M | +50.6% | +26.3% | +24.4% | +46.6% |
| YTD | +13.3% | +79.2% | -65.9% | +3.6% |
| 1Y | +11.2% | +43.8% | -32.5% | +6.7% |
| All | +11.2% | +45.2% | -33.9% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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