+6.5%
FAST vs CGNX
+45.2%
-38.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.5% |
| 7D | -0.6% | +3.2% | -3.7% | -0.6% |
| 30D | -5.6% | +6.0% | -11.6% | -5.7% |
| 3M | +6.9% | +3.5% | +3.4% | +6.9% |
| 6M | +7.0% | +26.3% | -19.3% | +6.7% |
| YTD | +24.9% | +79.2% | -54.3% | +24.2% |
| 1Y | +6.5% | +43.8% | -37.3% | +7.5% |
| All | +6.5% | +45.2% | -38.7% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling