+568.7%
FE vs CGNX
+1,025.3%
-456.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -1.7% | +1.5% | -3.2% | -1.8% |
| 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% | -9.3% |
| YTD | +6.4% | +72.2% | -65.8% | -0.6% |
| 1Y | +11.3% | +39.8% | -28.6% | +5.7% |
| 3Y | +47.1% | +44.8% | +2.2% | +36.7% |
| 5Y | +50.4% | -27.0% | +77.4% | +48.1% |
| 10Y | +114.7% | +177.7% | -63.0% | +80.7% |
| All | +568.7% | +1,025.3% | -456.6% | +371.8% |
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