-42.2%
RIG vs CGNX
+193.6%
-235.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.8% | -3.7% |
| 7D | -3.1% | +3.2% | -6.2% | -4.6% |
| 30D | -0.5% | +6.0% | -6.5% | -4.0% |
| 3M | -6.0% | +3.5% | -9.5% | -10.0% |
| 6M | -10.1% | +26.3% | -36.4% | -24.2% |
| YTD | +37.3% | +79.2% | -42.0% | -8.8% |
| 1Y | +73.9% | +43.8% | +30.1% | +28.3% |
| 3Y | -30.2% | +52.0% | -82.1% | -53.4% |
| 5Y | +62.5% | -24.0% | +86.5% | +56.1% |
| All | -42.2% | +193.6% | -235.8% | -70.2% |
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 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