-2.9%
CGNX vs FGI
-66.2%
+63.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.4% | -9.7% | -0.5% |
| 7D | +1.5% | +22.8% | -21.3% | +1.0% |
| 30D | -1.8% | +85.9% | -87.7% | -4.6% |
| 3M | +5.3% | +32.4% | -27.1% | +3.0% |
| 6M | +22.3% | +106.3% | -84.0% | +15.9% |
| YTD | +72.2% | +48.4% | +23.8% | +64.6% |
| 1Y | +39.8% | +116.4% | -76.5% | +28.8% |
| 3Y | +44.8% | +9.2% | +35.7% | +34.9% |
| All | -2.9% | -66.2% | +63.3% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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