-2.6%
CGNX vs FGI
-69.1%
+66.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.6% |
| 7D | +3.2% | +14.7% | -11.5% | +2.9% |
| 30D | -3.7% | +67.0% | -70.7% | -6.2% |
| 3M | +1.0% | +31.0% | -30.0% | -1.2% |
| 6M | +22.1% | +126.8% | -104.7% | +15.1% |
| YTD | +72.7% | +35.6% | +37.1% | +65.4% |
| 1Y | +40.4% | +108.9% | -68.5% | +29.2% |
| 3Y | +45.2% | -0.3% | +45.5% | +35.6% |
| All | -2.6% | -69.1% | +66.5% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling