+219.1%
RCL vs CGNX
-25.4%
+244.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -1.0% |
| 7D | -1.9% | +3.2% | -5.1% | -3.0% |
| 30D | -15.5% | +6.0% | -21.5% | -17.6% |
| 3M | -9.7% | +3.5% | -13.2% | -12.1% |
| 6M | -8.7% | +26.3% | -35.0% | -17.8% |
| YTD | -5.8% | +79.2% | -85.0% | -28.4% |
| 1Y | -24.5% | +43.8% | -68.2% | -38.1% |
| 3Y | +173.9% | +52.0% | +122.0% | +103.4% |
| All | +219.1% | -25.4% | +244.5% | +156.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling