-19.5%
RRX vs CGNX
+27.0%
-46.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +0.7% |
| 7D | -0.3% | +3.2% | -3.5% | -2.6% |
| 30D | -6.1% | +6.0% | -12.1% | -10.6% |
| 3M | -23.1% | +3.5% | -26.6% | -25.6% |
| 6M | -19.5% | +26.3% | -45.8% | -37.3% |
| All | -19.5% | +27.0% | -46.5% | -37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling