+68,906.2%
FAST vs CGNX
+12,871.6%
+56,034.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.2% |
| 7D | -0.6% | +3.2% | -3.7% | -1.2% |
| 30D | -5.6% | +6.0% | -11.6% | -6.8% |
| 3M | +6.9% | +3.5% | +3.4% | +5.4% |
| 6M | +7.0% | +26.3% | -19.3% | +0.9% |
| YTD | +24.9% | +79.2% | -54.3% | +7.7% |
| 1Y | +6.5% | +43.8% | -37.3% | -4.8% |
| 3Y | +94.1% | +52.0% | +42.2% | +66.8% |
| 5Y | +107.7% | -24.0% | +131.7% | +101.6% |
| 10Y | +530.9% | +189.1% | +341.8% | +356.2% |
| All | +68,906.2% | +12,871.6% | +56,034.6% | +24,369.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling