+14.7%
RTX vs CGNX
+31.4%
-16.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.7% | +6.0% | -2.1% |
| 7D | +1.3% | -9.2% | +10.5% | +1.9% |
| 30D | +7.6% | -17.6% | +25.2% | +9.0% |
| 3M | -8.6% | -25.7% | +17.1% | -7.1% |
| 6M | +15.6% | -5.5% | +21.1% | +14.9% |
| YTD | +9.4% | +48.1% | -38.7% | +4.7% |
| 1Y | +14.7% | +33.5% | -18.8% | +9.5% |
| All | +14.7% | +31.4% | -16.8% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling