+52.7%
ROST vs CGNX
+31.4%
+21.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -8.7% | +14.8% | +6.3% |
| 7D | +7.8% | -9.2% | +17.0% | +8.0% |
| 30D | +8.6% | -17.6% | +26.1% | +9.3% |
| 3M | -1.9% | -25.7% | +23.8% | -0.6% |
| 6M | +9.1% | -5.5% | +14.6% | +8.2% |
| YTD | +37.2% | +48.1% | -10.9% | +26.6% |
| 1Y | +52.7% | +33.5% | +19.2% | +51.5% |
| All | +52.7% | +31.4% | +21.3% | +51.5% |
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 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