+158.9%
REPL vs CGNX
+42.4%
+116.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.1% |
| 7D | -3.0% | +3.0% | -5.9% | -3.5% |
| 30D | +27.1% | -11.8% | +39.0% | +29.8% |
| 3M | +52.4% | -3.6% | +56.0% | +52.2% |
| 6M | +107.4% | +17.4% | +90.0% | +100.3% |
| YTD | +54.7% | +73.7% | -19.0% | +40.3% |
| 1Y | +158.9% | +41.5% | +117.3% | +208.3% |
| All | +158.9% | +42.4% | +116.5% | +208.3% |
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