-55.8%
FIG vs CGNX
+42.4%
-98.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -4.5% |
| 7D | -16.3% | +3.0% | -19.3% | -16.5% |
| 30D | -14.3% | -11.8% | -2.5% | -13.7% |
| 3M | +7.2% | -3.6% | +10.8% | +6.9% |
| 6M | -18.6% | +17.4% | -36.0% | -22.0% |
| YTD | -35.5% | +73.7% | -109.2% | -46.8% |
| 1Y | -55.8% | +41.5% | -97.3% | -60.3% |
| All | -55.8% | +42.4% | -98.2% | -60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling