-52.2%
RDDT vs CGNX
+19.2%
-71.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -10.5% | +2.5% | -6.9% |
| 7D | -27.6% | -19.5% | -8.2% | -26.1% |
| 30D | -37.0% | -28.4% | -8.6% | -35.3% |
| 3M | -39.6% | -32.7% | -6.8% | -38.0% |
| 6M | -45.3% | -19.0% | -26.3% | -44.1% |
| YTD | -59.2% | +32.6% | -91.8% | -60.4% |
| 1Y | -52.2% | +18.0% | -70.2% | -49.4% |
| All | -52.2% | +19.2% | -71.4% | -49.4% |
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