-53.9%
RUN vs CGNX
+31.4%
-85.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.7% | +10.0% | +3.9% |
| 7D | +18.5% | -9.2% | +27.7% | +21.8% |
| 30D | +15.5% | -17.6% | +33.1% | +22.1% |
| 3M | -20.3% | -25.7% | +5.4% | -13.2% |
| 6M | -30.8% | -5.5% | -25.3% | -28.9% |
| YTD | -52.2% | +48.1% | -100.3% | -57.3% |
| 1Y | -53.9% | +33.5% | -87.4% | -55.6% |
| All | -53.9% | +31.4% | -85.3% | -55.6% |
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