+648.3%
FICO vs CGNX
+193.6%
+454.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +1.4% |
| 7D | +5.7% | +3.2% | +2.5% | +4.7% |
| 30D | -5.6% | +6.0% | -11.6% | -7.7% |
| 3M | -16.9% | +3.5% | -20.4% | -19.6% |
| 6M | -15.4% | +26.3% | -41.7% | -23.9% |
| YTD | -41.7% | +79.2% | -121.0% | -55.2% |
| 1Y | -38.3% | +43.8% | -82.1% | -49.4% |
| 3Y | +8.9% | +52.0% | -43.1% | -18.8% |
| 5Y | +118.3% | -24.0% | +142.4% | +112.1% |
| All | +648.3% | +193.6% | +454.7% | +306.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling