+255.7%
ROIV vs CGNX
+43.9%
+211.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +19.0% | +1.5% | +17.5% | +18.6% |
| 30D | +16.1% | -1.8% | +17.9% | +16.4% |
| 3M | +44.1% | +5.3% | +38.8% | +41.7% |
| 6M | +37.8% | +22.3% | +15.5% | +31.3% |
| YTD | +88.7% | +72.2% | +16.5% | +65.6% |
| 1Y | +197.3% | +39.8% | +157.5% | +169.5% |
| All | +255.7% | +43.9% | +211.8% | +164.0% |
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