-27.1%
RKT vs CGNX
+0.3%
-27.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -1.7% |
| 7D | -6.3% | +3.2% | -9.4% | -7.4% |
| 30D | -6.2% | +6.0% | -12.2% | -8.7% |
| 3M | -1.9% | +3.5% | -5.4% | -4.4% |
| 6M | -13.0% | +26.3% | -39.3% | -22.0% |
| YTD | -31.9% | +79.2% | -111.2% | -49.7% |
| 1Y | -37.6% | +43.8% | -81.4% | -49.8% |
| 3Y | +36.8% | +52.0% | -15.1% | +1.4% |
| 5Y | -9.7% | -24.0% | +14.3% | -9.9% |
| All | -27.1% | +0.3% | -27.4% | -42.3% |
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