+137.9%
RY vs CGNX
-25.4%
+163.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.6% |
| 7D | -2.2% | +3.2% | -5.4% | -2.7% |
| 30D | -3.6% | +6.0% | -9.6% | -4.4% |
| 3M | +3.9% | +3.5% | +0.4% | +3.0% |
| 6M | +26.4% | +26.3% | +0.1% | +21.5% |
| YTD | +22.3% | +79.2% | -56.9% | +10.2% |
| 1Y | +43.7% | +43.8% | -0.1% | +33.6% |
| 3Y | +154.0% | +52.0% | +102.0% | +125.7% |
| All | +137.9% | -25.4% | +163.3% | +130.0% |
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