+229.8%
RL vs CGNX
-25.4%
+255.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -0.5% |
| 7D | -3.4% | +3.2% | -6.6% | -4.3% |
| 30D | -14.4% | +6.0% | -20.4% | -16.2% |
| 3M | -13.6% | +3.5% | -17.1% | -15.5% |
| 6M | +0.6% | +26.3% | -25.7% | -8.1% |
| YTD | -3.6% | +79.2% | -82.9% | -23.5% |
| 1Y | +8.3% | +43.8% | -35.5% | -7.9% |
| 3Y | +204.8% | +52.0% | +152.8% | +137.2% |
| All | +229.8% | -25.4% | +255.2% | +186.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling