+3,914.3%
FDX vs CGNX
+12,397.0%
-8,482.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -2.3% | +3.2% | -5.5% | -2.9% |
| 30D | -4.9% | -3.7% | -1.2% | -4.4% |
| 3M | -6.5% | +1.0% | -7.5% | -7.2% |
| 6M | +6.7% | +22.1% | -15.4% | +1.8% |
| YTD | +33.9% | +72.7% | -38.8% | +18.2% |
| 1Y | +72.2% | +40.4% | +31.8% | +57.3% |
| 3Y | +60.2% | +45.2% | +15.0% | +42.6% |
| 5Y | +62.9% | -26.7% | +89.6% | +61.1% |
| 10Y | +178.8% | +178.5% | +0.3% | +114.2% |
| All | +3,914.3% | +12,397.0% | -8,482.7% | +1,548.9% |
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