-81.4%
RUN vs CGNX
-25.4%
-56.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -3.3% |
| 7D | -3.7% | +3.2% | -6.9% | -5.6% |
| 30D | -13.0% | +6.0% | -19.0% | -16.5% |
| 3M | -31.8% | +3.5% | -35.3% | -34.0% |
| 6M | -32.2% | +26.3% | -58.5% | -41.9% |
| YTD | -53.5% | +79.2% | -132.7% | -70.6% |
| 1Y | -46.5% | +43.8% | -90.3% | -60.9% |
| 3Y | -37.6% | +52.0% | -89.6% | -61.2% |
| All | -81.4% | -25.4% | -56.0% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling