+88.8%
RIO vs CGNX
+49.8%
+39.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.1% |
| 7D | -3.2% | +3.2% | -6.4% | -3.7% |
| 30D | +0.9% | +6.0% | -5.1% | -0.2% |
| 3M | -1.4% | +3.5% | -5.0% | -2.5% |
| 6M | +10.9% | +26.3% | -15.4% | +6.2% |
| YTD | +31.2% | +79.2% | -48.0% | +17.2% |
| 1Y | +67.9% | +43.8% | +24.1% | +55.4% |
| 3Y | +88.8% | +52.0% | +36.8% | +70.6% |
| All | +88.8% | +49.8% | +39.0% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling