+130.7%
REPL vs CGNX
+31.4%
+99.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.7% | +8.9% | +1.8% |
| 7D | +28.8% | -9.2% | +38.0% | +31.1% |
| 30D | +57.3% | -17.6% | +74.9% | +62.7% |
| 3M | +73.6% | -25.7% | +99.3% | +82.5% |
| 6M | +582.8% | -5.5% | +588.3% | +581.7% |
| YTD | +112.9% | +48.1% | +64.8% | +101.3% |
| 1Y | +130.7% | +33.5% | +97.1% | +125.9% |
| All | +130.7% | +31.4% | +99.2% | +125.9% |
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 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