-12.7%
REPL vs CGNX
+47.5%
-60.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.3% | -8.1% | -8.3% |
| 7D | -13.4% | +1.5% | -14.9% | -13.9% |
| 30D | -3.0% | -1.8% | -1.2% | -2.9% |
| 3M | +56.3% | +5.3% | +51.1% | +52.1% |
| 6M | +60.9% | +22.3% | +38.6% | +43.7% |
| YTD | +36.2% | +72.2% | -36.0% | +2.6% |
| 1Y | +121.0% | +39.8% | +81.2% | +77.0% |
| 3Y | -32.8% | +44.8% | -77.7% | -51.9% |
| 5Y | -58.7% | -27.0% | -31.6% | -59.3% |
| All | -12.7% | +47.5% | -60.1% | -40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling