+43.8%
CGNX vs FIGR
-3.1%
+46.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.6% | +8.7% | +4.6% |
| 7D | +3.2% | -3.0% | +6.2% | +3.4% |
| 30D | +6.0% | +13.7% | -7.7% | +4.1% |
| 3M | +3.5% | +23.9% | -20.3% | +0.5% |
| 6M | +26.3% | -8.4% | +34.7% | +25.3% |
| YTD | +79.2% | -14.6% | +93.9% | +72.4% |
| 1Y | +43.8% | +12.1% | +31.7% | +36.8% |
| All | +43.8% | -3.1% | +46.9% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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