-24.5%
CGNX vs FDS
-29.0%
+4.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.4% |
| 7D | +3.2% | -14.0% | +17.2% | +7.2% |
| 30D | +6.0% | -6.2% | +12.2% | +7.2% |
| 3M | +3.5% | +10.2% | -6.6% | -1.7% |
| 6M | +26.3% | +27.4% | -1.2% | +10.0% |
| YTD | +79.2% | -9.3% | +88.5% | +80.0% |
| 1Y | +43.8% | -28.6% | +72.4% | +62.8% |
| 3Y | +52.0% | -36.8% | +88.8% | +80.1% |
| All | -24.5% | -29.0% | +4.5% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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