+5,257.7%
FFIV vs CGNX
+1,010.6%
+4,247.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +1.6% | +1.5% | +0.1% | +1.0% |
| 30D | -3.7% | -1.8% | -2.0% | -3.4% |
| 3M | +2.0% | +5.3% | -3.3% | -1.5% |
| 6M | +39.3% | +22.3% | +17.0% | +25.0% |
| YTD | +56.1% | +72.2% | -16.1% | +14.3% |
| 1Y | +22.0% | +39.8% | -17.9% | -3.7% |
| 3Y | +148.2% | +44.8% | +103.4% | +80.8% |
| 5Y | +96.3% | -27.0% | +123.4% | +85.9% |
| 10Y | +237.6% | +177.7% | +59.9% | +46.5% |
| All | +5,257.7% | +1,010.6% | +4,247.1% | +564.9% |
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