+1,994.8%
RSG vs CGNX
+1,672.8%
+322.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.4% | +0.2% |
| 7D | 0.0% | +3.2% | -3.2% | -0.4% |
| 30D | +4.0% | +6.0% | -2.0% | +2.9% |
| 3M | +7.4% | +3.5% | +3.8% | +6.1% |
| 6M | +0.1% | +26.3% | -26.2% | -4.5% |
| YTD | +6.0% | +79.2% | -73.2% | -5.3% |
| 1Y | -3.0% | +43.8% | -46.8% | -10.9% |
| 3Y | +56.5% | +52.0% | +4.5% | +38.3% |
| 5Y | +90.9% | -24.0% | +115.0% | +84.6% |
| 10Y | +428.7% | +189.1% | +239.6% | +292.2% |
| All | +1,994.8% | +1,672.8% | +322.0% | +831.5% |
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