+15,160.9%
ROK vs CGNX
+12,871.6%
+2,289.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.8% |
| 7D | -1.2% | +3.2% | -4.4% | -1.9% |
| 30D | -4.8% | +6.0% | -10.8% | -6.1% |
| 3M | -6.1% | +3.5% | -9.6% | -7.2% |
| 6M | +15.5% | +26.3% | -10.8% | +9.1% |
| YTD | +11.2% | +79.2% | -68.1% | -4.8% |
| 1Y | +23.8% | +43.8% | -20.0% | +10.7% |
| 3Y | +53.1% | +52.0% | +1.2% | +32.9% |
| 5Y | +48.3% | -24.0% | +72.3% | +46.9% |
| 10Y | +357.4% | +189.1% | +168.3% | +240.8% |
| All | +15,160.9% | +12,871.6% | +2,289.3% | +6,246.5% |
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