-20.3%
RIOT vs CGNX
+31.4%
-51.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -8.7% | +18.3% | +14.1% |
| 7D | +6.4% | -9.2% | +15.6% | +11.3% |
| 30D | -20.4% | -17.6% | -2.9% | -12.6% |
| 3M | -28.7% | -25.7% | -3.0% | -17.7% |
| 6M | -17.7% | -5.5% | -12.2% | -14.8% |
| YTD | +21.3% | +48.1% | -26.8% | -0.9% |
| 1Y | -20.3% | +33.5% | -53.8% | -28.8% |
| All | -20.3% | +31.4% | -51.7% | -28.8% |
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