-33.5%
RDDT vs CGNX
+42.4%
-75.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.3% |
| 7D | +1.0% | +3.0% | -2.0% | +0.5% |
| 30D | -0.5% | -11.8% | +11.3% | +0.8% |
| 3M | -16.0% | -3.6% | -12.4% | -15.8% |
| 6M | +4.9% | +17.4% | -12.5% | +1.7% |
| YTD | -32.8% | +73.7% | -106.6% | -41.7% |
| 1Y | -33.5% | +41.5% | -75.0% | -35.1% |
| All | -33.5% | +42.4% | -75.8% | -35.1% |
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 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