+177.9%
ROIV vs CGNX
+42.4%
+135.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.2% |
| 7D | +0.6% | +3.0% | -2.3% | +0.2% |
| 30D | +1.0% | -11.8% | +12.8% | +2.7% |
| 3M | +18.3% | -3.6% | +21.9% | +18.2% |
| 6M | +18.3% | +17.4% | +0.9% | +14.8% |
| YTD | +61.0% | +73.7% | -12.8% | +49.7% |
| 1Y | +177.9% | +41.5% | +136.4% | +156.8% |
| All | +177.9% | +42.4% | +135.5% | +156.8% |
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