+88.9%
RF vs CGNX
-27.6%
+116.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.6% | +1.5% | -3.1% | -2.0% |
| 30D | -4.3% | -1.8% | -2.5% | -4.0% |
| 3M | +5.9% | +5.3% | +0.6% | +3.6% |
| 6M | +14.1% | +22.3% | -8.2% | +7.1% |
| YTD | +13.8% | +72.2% | -58.4% | -5.4% |
| 1Y | +15.2% | +39.8% | -24.6% | +1.1% |
| 3Y | +90.6% | +44.8% | +45.7% | +56.7% |
| 5Y | +88.9% | -27.0% | +115.9% | +71.2% |
| All | +88.9% | -27.6% | +116.5% | +71.2% |
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