-35.8%
RMBS vs CGNX
+19.2%
-55.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -10.5% | -5.5% | -10.4% |
| 7D | -23.4% | -19.5% | -4.0% | -13.8% |
| 30D | -38.9% | -28.4% | -10.5% | -27.4% |
| 3M | -28.4% | -32.7% | +4.4% | -12.6% |
| 6M | -40.9% | -19.0% | -21.9% | -31.5% |
| YTD | -24.2% | +32.6% | -56.7% | -28.1% |
| 1Y | -35.8% | +18.0% | -53.9% | -33.1% |
| All | -35.8% | +19.2% | -55.0% | -33.1% |
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