+53.7%
RMBS vs CGNX
+49.8%
+3.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | -0.5% |
| 7D | +1.8% | +3.2% | -1.4% | -0.1% |
| 30D | -13.9% | +6.0% | -19.9% | -16.9% |
| 3M | -39.8% | +3.5% | -43.3% | -40.6% |
| 6M | -6.0% | +26.3% | -32.3% | -15.5% |
| YTD | -5.4% | +79.2% | -84.6% | -35.0% |
| 1Y | -1.8% | +43.8% | -45.6% | -22.0% |
| 3Y | +53.7% | +52.0% | +1.7% | +13.5% |
| All | +53.7% | +49.8% | +3.9% | +13.5% |
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