+25.0%
ROK vs CGNX
+31.4%
-6.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.7% | +8.1% | +0.8% |
| 7D | 0.0% | -9.2% | +9.2% | +1.5% |
| 30D | -2.5% | -17.6% | +15.1% | +0.2% |
| 3M | 0.0% | -25.7% | +25.7% | +4.1% |
| 6M | +11.6% | -5.5% | +17.1% | +13.4% |
| YTD | +15.2% | +48.1% | -32.9% | +11.0% |
| 1Y | +25.0% | +33.5% | -8.5% | +24.8% |
| All | +25.0% | +31.4% | -6.4% | +24.8% |
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