+348.5%
ROK vs CGNX
+193.6%
+154.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.1% |
| 7D | -1.2% | +3.2% | -4.4% | -2.4% |
| 30D | -4.8% | +6.0% | -10.8% | -7.1% |
| 3M | -6.1% | +3.5% | -9.6% | -8.2% |
| 6M | +15.5% | +26.3% | -10.8% | +4.5% |
| YTD | +11.2% | +79.2% | -68.1% | -15.9% |
| 1Y | +23.8% | +43.8% | -20.0% | +1.1% |
| 3Y | +53.1% | +52.0% | +1.2% | +16.3% |
| 5Y | +48.3% | -24.0% | +72.3% | +45.1% |
| All | +348.5% | +193.6% | +154.9% | +147.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling