+39,312.6%
RMD vs CGNX
+1,914.5%
+37,398.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -1.3% |
| 7D | -4.4% | +3.2% | -7.6% | -4.9% |
| 30D | -3.1% | +6.0% | -9.1% | -4.3% |
| 3M | +13.8% | +3.5% | +10.2% | +12.2% |
| 6M | -8.6% | +26.3% | -34.9% | -13.4% |
| YTD | -8.6% | +79.2% | -87.9% | -20.1% |
| 1Y | -19.7% | +43.8% | -63.5% | -27.3% |
| 3Y | +48.4% | +52.0% | -3.6% | +29.6% |
| 5Y | -22.7% | -24.0% | +1.3% | -25.0% |
| 10Y | +272.5% | +189.1% | +83.5% | +181.1% |
| All | +39,312.6% | +1,914.5% | +37,398.0% | +19,720.7% |
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