-25.5%
FIS vs CGNX
+49.8%
-75.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.1% |
| 7D | -7.9% | +3.2% | -11.1% | -8.1% |
| 30D | -8.0% | +6.0% | -14.0% | -8.4% |
| 3M | +0.6% | +3.5% | -2.9% | -0.1% |
| 6M | -22.2% | +26.3% | -48.5% | -24.6% |
| YTD | -40.8% | +79.2% | -120.0% | -46.0% |
| 1Y | -41.5% | +43.8% | -85.3% | -45.0% |
| 3Y | -25.5% | +52.0% | -77.4% | -34.6% |
| All | -25.5% | +49.8% | -75.3% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling