+4,460.8%
RCL vs CGNX
+5,875.7%
-1,414.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.7% |
| 7D | -1.9% | +3.2% | -5.1% | -2.8% |
| 30D | -15.5% | +6.0% | -21.5% | -17.1% |
| 3M | -9.7% | +3.5% | -13.2% | -11.4% |
| 6M | -8.7% | +26.3% | -35.0% | -15.4% |
| YTD | -5.8% | +79.2% | -85.0% | -22.5% |
| 1Y | -24.5% | +43.8% | -68.2% | -34.6% |
| 3Y | +173.9% | +52.0% | +122.0% | +126.9% |
| 5Y | +228.0% | -24.0% | +252.0% | +224.9% |
| 10Y | +343.2% | +189.1% | +154.1% | +200.0% |
| All | +4,460.8% | +5,875.7% | -1,414.9% | +1,568.8% |
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