+338.0%
RF vs CGNX
+193.6%
+144.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.7% |
| 7D | -1.0% | +3.2% | -4.1% | -2.0% |
| 30D | -3.7% | +6.0% | -9.7% | -5.7% |
| 3M | +5.3% | +3.5% | +1.8% | +2.9% |
| 6M | +17.2% | +26.3% | -9.1% | +6.3% |
| YTD | +14.5% | +79.2% | -64.8% | -11.5% |
| 1Y | +15.9% | +43.8% | -27.9% | -4.0% |
| 3Y | +91.2% | +52.0% | +39.2% | +47.6% |
| 5Y | +90.0% | -24.0% | +114.1% | +83.6% |
| All | +338.0% | +193.6% | +144.4% | +135.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling