+528.7%
FAST vs CGNX
+193.6%
+335.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.4% |
| 7D | -0.6% | +3.2% | -3.7% | -1.4% |
| 30D | -5.6% | +6.0% | -11.6% | -7.2% |
| 3M | +6.9% | +3.5% | +3.4% | +4.9% |
| 6M | +7.0% | +26.3% | -19.3% | -1.2% |
| YTD | +24.9% | +79.2% | -54.3% | +1.6% |
| 1Y | +6.5% | +43.8% | -37.3% | -8.7% |
| 3Y | +94.1% | +52.0% | +42.2% | +55.5% |
| 5Y | +107.7% | -24.0% | +131.7% | +103.9% |
| All | +528.7% | +193.6% | +335.1% | +263.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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