+199.4%
RVMD vs CGNX
+19.2%
+180.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -10.5% | -0.6% | -9.6% |
| 7D | -6.6% | -19.5% | +12.8% | -4.1% |
| 30D | -11.1% | -28.4% | +17.3% | -7.8% |
| 3M | -10.0% | -32.7% | +22.8% | -6.1% |
| 6M | +20.7% | -19.0% | +39.7% | +23.4% |
| YTD | +123.0% | +32.6% | +90.5% | +125.7% |
| 1Y | +199.4% | +18.0% | +181.3% | +208.6% |
| All | +199.4% | +19.2% | +180.2% | +208.6% |
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