+281.4%
FCEL vs CGNX
+42.4%
+239.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +0.5% |
| 7D | -15.8% | +3.0% | -18.8% | -17.2% |
| 30D | -29.3% | -11.8% | -17.4% | -24.0% |
| 3M | -30.1% | -3.6% | -26.5% | -26.8% |
| 6M | +74.4% | +17.4% | +57.0% | +72.1% |
| YTD | +104.5% | +73.7% | +30.8% | +57.9% |
| 1Y | +281.4% | +41.5% | +239.9% | +244.3% |
| All | +281.4% | +42.4% | +239.0% | +244.3% |
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