+3,860.3%
RRX vs CGNX
+12,871.6%
-9,011.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +2.8% |
| 7D | -0.3% | +3.2% | -3.5% | -1.0% |
| 30D | -6.1% | +6.0% | -12.1% | -7.4% |
| 3M | -23.1% | +3.5% | -26.6% | -23.5% |
| 6M | -19.5% | +26.3% | -45.8% | -23.2% |
| YTD | +16.1% | +79.2% | -63.2% | +0.9% |
| 1Y | +12.9% | +43.8% | -30.9% | +2.8% |
| 3Y | +7.9% | +52.0% | -44.0% | -3.9% |
| 5Y | +19.1% | -24.0% | +43.1% | +20.0% |
| 10Y | +225.8% | +189.1% | +36.7% | +152.0% |
| All | +3,860.3% | +12,871.6% | -9,011.4% | +1,861.5% |
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