+5,886.6%
RIO vs CGNX
+9,069.6%
-3,183.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.2% |
| 7D | -3.2% | +3.2% | -6.4% | -3.8% |
| 30D | +0.9% | +6.0% | -5.1% | -0.4% |
| 3M | -1.4% | +3.5% | -5.0% | -2.6% |
| 6M | +10.9% | +26.3% | -15.4% | +5.5% |
| YTD | +31.2% | +79.2% | -48.0% | +15.1% |
| 1Y | +67.9% | +43.8% | +24.1% | +52.6% |
| 3Y | +88.8% | +52.0% | +36.8% | +65.6% |
| 5Y | +93.1% | -24.0% | +117.2% | +88.7% |
| 10Y | +593.0% | +189.1% | +403.9% | +417.4% |
| All | +5,886.6% | +9,069.6% | -3,183.0% | +2,658.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling