+793.1%
CGNX vs FIVE
+875.3%
-82.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | +3.6% | +3.7% | -0.1% | +2.5% |
| 30D | -6.8% | +4.0% | -10.8% | -8.1% |
| 3M | -0.1% | +36.2% | -36.4% | -9.0% |
| 6M | +26.2% | +18.0% | +8.2% | +18.7% |
| YTD | +73.7% | +34.9% | +38.8% | +56.9% |
| 1Y | +40.4% | +67.9% | -27.5% | +19.0% |
| 3Y | +46.1% | +57.3% | -11.2% | +17.5% |
| 5Y | -25.6% | +39.5% | -65.2% | -39.8% |
| 10Y | +171.3% | +496.4% | -325.1% | +51.9% |
| All | +793.1% | +875.3% | -82.2% | +348.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling