+88.7%
RIG vs CGNX
+42.4%
+46.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -3.0% |
| 7D | +0.9% | +3.0% | -2.1% | +0.6% |
| 30D | +13.8% | -11.8% | +25.7% | +15.0% |
| 3M | -6.4% | -3.6% | -2.8% | -6.7% |
| 6M | -8.2% | +17.4% | -25.6% | -11.2% |
| YTD | +41.6% | +73.7% | -32.1% | +25.1% |
| 1Y | +88.7% | +41.5% | +47.2% | +75.3% |
| All | +88.7% | +42.4% | +46.3% | +75.3% |
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