+217.3%
RRX vs CGNX
+193.6%
+23.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +1.9% |
| 7D | -0.3% | +3.2% | -3.5% | -1.7% |
| 30D | -6.1% | +6.0% | -12.1% | -8.6% |
| 3M | -23.1% | +3.5% | -26.6% | -24.2% |
| 6M | -19.5% | +26.3% | -45.8% | -26.9% |
| YTD | +16.1% | +79.2% | -63.2% | -13.1% |
| 1Y | +12.9% | +43.8% | -30.9% | -7.2% |
| 3Y | +7.9% | +52.0% | -44.0% | -17.2% |
| 5Y | +19.1% | -24.0% | +43.1% | +17.2% |
| All | +217.3% | +193.6% | +23.7% | +61.7% |
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