+170.8%
RBRK vs CGNX
+55.4%
+115.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | -6.7% | +22.4% | +17.1% |
| 7D | +7.0% | -3.8% | +10.7% | +7.5% |
| 30D | -2.0% | -8.6% | +6.6% | -0.3% |
| 3M | +46.9% | -5.7% | +52.6% | +47.7% |
| 6M | +87.5% | +25.2% | +62.3% | +75.8% |
| YTD | +31.0% | +67.2% | -36.2% | +10.3% |
| 1Y | +34.5% | +35.8% | -1.3% | +20.6% |
| All | +170.8% | +55.4% | +115.4% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling