-46.5%
RUN vs CGNX
+45.2%
-91.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -2.2% |
| 7D | -3.7% | +3.2% | -6.9% | -4.8% |
| 30D | -13.0% | +6.0% | -19.0% | -14.9% |
| 3M | -31.8% | +3.5% | -35.3% | -32.6% |
| 6M | -32.2% | +26.3% | -58.5% | -36.4% |
| YTD | -53.5% | +79.2% | -132.7% | -62.2% |
| 1Y | -46.5% | +43.8% | -90.3% | -51.6% |
| All | -46.5% | +45.2% | -91.7% | -51.6% |
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