-6.1%
RDW vs CGNX
-25.4%
+19.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.1% | -6.4% | -4.5% |
| 7D | +0.9% | +3.2% | -2.3% | -0.9% |
| 30D | -21.3% | +6.0% | -27.3% | -23.8% |
| 3M | -37.9% | +3.5% | -41.4% | -39.2% |
| 6M | +12.3% | +26.3% | -14.0% | +0.9% |
| YTD | +39.7% | +79.2% | -39.5% | -2.9% |
| 1Y | +25.7% | +43.8% | -18.1% | -1.2% |
| 3Y | +230.8% | +52.0% | +178.9% | +134.5% |
| All | -6.1% | -25.4% | +19.3% | -12.9% |
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