+129.7%
ROP vs CGNX
+193.6%
-63.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.9% |
| 7D | -4.6% | +3.2% | -7.8% | -5.3% |
| 30D | -1.7% | +6.0% | -7.7% | -3.2% |
| 3M | +17.1% | +3.5% | +13.5% | +14.9% |
| 6M | +10.9% | +26.3% | -15.4% | +3.0% |
| YTD | -12.1% | +79.2% | -91.3% | -27.2% |
| 1Y | -24.2% | +43.8% | -68.0% | -34.1% |
| 3Y | -20.4% | +52.0% | -72.3% | -35.2% |
| 5Y | -15.4% | -24.0% | +8.7% | -16.9% |
| All | +129.7% | +193.6% | -63.9% | +42.8% |
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 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