+204.8%
RL vs CGNX
+49.8%
+155.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -0.3% |
| 7D | -3.4% | +3.2% | -6.6% | -4.2% |
| 30D | -14.4% | +6.0% | -20.4% | -15.9% |
| 3M | -13.6% | +3.5% | -17.1% | -15.2% |
| 6M | +0.6% | +26.3% | -25.7% | -6.7% |
| YTD | -3.6% | +79.2% | -82.9% | -20.6% |
| 1Y | +8.3% | +43.8% | -35.5% | -5.0% |
| 3Y | +204.8% | +52.0% | +152.8% | +130.2% |
| All | +204.8% | +49.8% | +155.0% | +130.2% |
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 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