+1,897.5%
CGNX vs FDS
+9,090.7%
-7,193.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +1.8% |
| 7D | +3.6% | -5.4% | +9.0% | +5.9% |
| 30D | -6.8% | +1.6% | -8.4% | -8.0% |
| 3M | -0.1% | +17.7% | -17.9% | -9.4% |
| 6M | +26.2% | +29.1% | -2.9% | +7.6% |
| YTD | +73.7% | +1.0% | +72.7% | +63.3% |
| 1Y | +40.4% | -21.6% | +62.0% | +45.3% |
| 3Y | +46.1% | -30.1% | +76.2% | +57.7% |
| 5Y | -25.6% | -20.7% | -4.9% | -24.1% |
| 10Y | +171.3% | +78.3% | +93.0% | +94.1% |
| All | +1,897.5% | +9,090.7% | -7,193.2% | +317.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling