-24.5%
CGNX vs FWONK
+97.7%
-122.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.0% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +6.0% | -7.7% | +13.7% | +8.9% |
| 3M | +3.5% | +5.7% | -2.2% | +0.3% |
| 6M | +26.3% | +13.5% | +12.8% | +18.8% |
| YTD | +79.2% | -3.0% | +82.2% | +78.9% |
| 1Y | +43.8% | -6.4% | +50.2% | +45.3% |
| 3Y | +52.0% | +43.8% | +8.1% | +23.1% |
| All | -24.5% | +97.7% | -122.2% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 5y: compounded portfolio wealth divided by compounded FWONK 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…
5y analysis · Full analysis span regression · 6 months rolling