+46.0%
CGNX vs FIVE
+48.7%
-2.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.2% |
| 7D | +1.5% | +0.6% | +0.9% | +1.3% |
| 30D | -1.8% | +3.0% | -4.8% | -2.7% |
| 3M | +5.3% | +23.2% | -17.9% | -0.1% |
| 6M | +22.3% | +9.2% | +13.1% | +18.5% |
| YTD | +72.2% | +28.1% | +44.1% | +60.0% |
| 1Y | +39.8% | +65.3% | -25.4% | +22.1% |
| All | +46.0% | +48.7% | -2.7% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling