+11,360.9%
RY vs CGNX
+1,347.6%
+10,013.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | +2.7% | +3.6% | -0.9% | +2.2% |
| 30D | -1.0% | -6.8% | +5.9% | -0.1% |
| 3M | +7.6% | -0.1% | +7.8% | +7.2% |
| 6M | +29.5% | +26.2% | +3.3% | +24.3% |
| YTD | +24.2% | +73.7% | -49.5% | +12.5% |
| 1Y | +46.4% | +40.4% | +6.0% | +36.2% |
| 3Y | +159.4% | +46.1% | +113.3% | +134.7% |
| 5Y | +141.8% | -25.6% | +167.5% | +137.1% |
| 10Y | +373.9% | +171.3% | +202.6% | +276.8% |
| All | +11,360.9% | +1,347.6% | +10,013.3% | +6,246.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling