+47.2%
FE vs CGNX
+43.9%
+3.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -1.7% | +1.5% | -3.2% | -1.7% |
| 30D | -1.3% | -1.8% | +0.5% | -1.2% |
| 3M | +0.6% | +5.3% | -4.7% | +0.3% |
| 6M | -6.8% | +22.3% | -29.1% | -7.5% |
| YTD | +6.4% | +72.2% | -65.8% | +4.6% |
| 1Y | +11.3% | +39.8% | -28.6% | +9.8% |
| All | +47.2% | +43.9% | +3.4% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling