+172.9%
RTX vs CGNX
+49.8%
+123.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.5% |
| 7D | -1.5% | +3.2% | -4.7% | -1.8% |
| 30D | -11.0% | +6.0% | -17.0% | -11.4% |
| 3M | +7.7% | +3.5% | +4.1% | +7.0% |
| 6M | -3.9% | +26.3% | -30.2% | -6.3% |
| YTD | +9.0% | +79.2% | -70.3% | +2.7% |
| 1Y | +27.3% | +43.8% | -16.5% | +21.9% |
| 3Y | +172.9% | +52.0% | +121.0% | +150.0% |
| All | +172.9% | +49.8% | +123.1% | +150.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling