+177.2%
FDX vs CGNX
+193.6%
-16.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -1.2% |
| 7D | -3.3% | +3.2% | -6.4% | -4.2% |
| 30D | -4.5% | +6.0% | -10.5% | -6.5% |
| 3M | -7.3% | +3.5% | -10.9% | -9.5% |
| 6M | +7.5% | +26.3% | -18.8% | -1.7% |
| YTD | +35.1% | +79.2% | -44.2% | +7.6% |
| 1Y | +71.4% | +43.8% | +27.6% | +45.4% |
| 3Y | +60.8% | +52.0% | +8.9% | +27.6% |
| 5Y | +65.5% | -24.0% | +89.5% | +60.5% |
| All | +177.2% | +193.6% | -16.4% | +58.4% |
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