+373.8%
RY vs CGNX
+193.6%
+180.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.8% |
| 7D | -2.2% | +3.2% | -5.4% | -2.8% |
| 30D | -3.6% | +6.0% | -9.6% | -4.7% |
| 3M | +3.9% | +3.5% | +0.4% | +2.6% |
| 6M | +26.4% | +26.3% | +0.1% | +19.5% |
| YTD | +22.3% | +79.2% | -56.9% | +5.8% |
| 1Y | +43.7% | +43.8% | -0.1% | +29.3% |
| 3Y | +154.0% | +52.0% | +102.0% | +117.5% |
| 5Y | +137.6% | -24.0% | +161.6% | +133.7% |
| All | +373.8% | +193.6% | +180.2% | +219.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling