+103.6%
FFIV vs CGNX
-25.4%
+129.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.1% | -0.8% | +2.3% |
| 7D | +5.4% | +3.2% | +2.3% | +4.6% |
| 30D | -2.7% | +6.0% | -8.7% | -4.2% |
| 3M | +4.5% | +3.5% | +1.0% | +3.0% |
| 6M | +42.2% | +26.3% | +15.9% | +32.7% |
| YTD | +61.3% | +79.2% | -18.0% | +31.9% |
| 1Y | +23.0% | +43.8% | -20.7% | +7.2% |
| 3Y | +156.3% | +52.0% | +104.3% | +107.2% |
| All | +103.6% | -25.4% | +129.1% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling