-60.4%
REPL vs CGNX
-25.4%
-35.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.5% | -3.5% |
| 7D | -14.1% | +3.2% | -17.3% | -14.9% |
| 30D | -15.2% | +6.0% | -21.2% | -16.9% |
| 3M | +49.9% | +3.5% | +46.3% | +47.7% |
| 6M | +63.5% | +26.3% | +37.3% | +50.2% |
| YTD | +32.9% | +79.2% | -46.3% | +8.6% |
| 1Y | +115.0% | +43.8% | +71.2% | +84.6% |
| 3Y | -34.7% | +52.0% | -86.7% | -48.5% |
| All | -60.4% | -25.4% | -35.0% | -59.5% |
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