+10,128.8%
RTX vs CGNX
+12,360.6%
-2,231.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -2.0% | +1.5% | -3.5% | -2.2% |
| 30D | -11.2% | -1.8% | -9.4% | -11.1% |
| 3M | +12.0% | +5.3% | +6.8% | +10.6% |
| 6M | -3.6% | +22.3% | -25.9% | -7.2% |
| YTD | +9.2% | +72.2% | -63.0% | -1.2% |
| 1Y | +29.7% | +39.8% | -10.1% | +20.5% |
| 3Y | +152.0% | +44.8% | +107.1% | +126.9% |
| 5Y | +165.8% | -27.0% | +192.8% | +160.2% |
| 10Y | +285.0% | +177.7% | +107.3% | +204.4% |
| All | +10,128.8% | +12,360.6% | -2,231.8% | +4,661.8% |
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