+185.8%
CGNX vs FIVE
+491.7%
-305.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.7% |
| 7D | +3.2% | -3.0% | +6.2% | +4.2% |
| 30D | +6.0% | +2.7% | +3.3% | +4.8% |
| 3M | +3.5% | +21.1% | -17.6% | -3.2% |
| 6M | +26.3% | +11.9% | +14.4% | +19.8% |
| YTD | +79.2% | +29.9% | +49.4% | +61.5% |
| 1Y | +43.8% | +67.8% | -24.0% | +19.2% |
| 3Y | +52.0% | +52.8% | -0.8% | +19.7% |
| 5Y | -24.0% | +31.3% | -55.4% | -39.3% |
| All | +185.8% | +491.7% | -305.9% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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