-79.9%
FIG vs CGNX
+68.1%
-148.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.1% | +0.7% | +4.7% |
| 7D | -3.8% | +3.2% | -7.0% | -3.9% |
| 30D | -2.3% | +6.0% | -8.3% | -2.5% |
| 3M | +20.0% | +3.5% | +16.4% | +19.2% |
| 6M | -16.7% | +26.3% | -43.0% | -19.5% |
| YTD | -37.9% | +79.2% | -117.2% | -45.1% |
| 1Y | -58.5% | +43.8% | -102.3% | -60.8% |
| All | -79.9% | +68.1% | -148.0% | -78.4% |
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