+256.0%
CGNX vs USFR
+27.6%
+228.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | -1.8% | +0.3% | -2.1% | -2.0% |
| 3M | +5.3% | +1.0% | +4.3% | +4.6% |
| 6M | +22.3% | +1.9% | +20.4% | +20.7% |
| YTD | +72.2% | +2.7% | +69.5% | +69.1% |
| 1Y | +39.8% | +4.0% | +35.8% | +36.2% |
| 3Y | +44.8% | +14.1% | +30.8% | +32.8% |
| 5Y | -27.0% | +20.5% | -47.5% | -35.7% |
| 10Y | +177.7% | +28.0% | +149.7% | +137.6% |
| All | +256.0% | +27.6% | +228.3% | +203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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