+1.1%
CGNX vs FGI
-66.8%
+67.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.1% |
| 7D | +3.2% | +12.1% | -9.0% | +2.9% |
| 30D | +6.0% | +75.7% | -69.7% | +3.1% |
| 3M | +3.5% | +31.7% | -28.2% | +1.3% |
| 6M | +26.3% | +111.5% | -85.2% | +19.6% |
| YTD | +79.2% | +45.8% | +33.5% | +71.4% |
| 1Y | +43.8% | +112.5% | -68.7% | +32.5% |
| 3Y | +52.0% | +8.5% | +43.5% | +41.5% |
| All | +1.1% | -66.8% | +67.8% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling