+205.8%
RSP vs CGNX
+193.6%
+12.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.2% |
| 7D | -1.9% | +3.2% | -5.1% | -2.7% |
| 30D | -2.8% | +6.0% | -8.8% | -4.5% |
| 3M | +2.8% | +3.5% | -0.7% | +1.0% |
| 6M | +10.2% | +26.3% | -16.1% | +2.2% |
| YTD | +13.1% | +79.2% | -66.2% | -6.9% |
| 1Y | +14.8% | +43.8% | -29.0% | -0.4% |
| 3Y | +52.6% | +52.0% | +0.7% | +24.2% |
| 5Y | +51.6% | -24.0% | +75.7% | +47.8% |
| All | +205.8% | +193.6% | +12.2% | +92.5% |
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 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