+66.7%
FITB vs CGNX
-25.4%
+92.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.5% |
| 7D | -0.3% | +3.2% | -3.4% | -1.0% |
| 30D | -5.7% | +6.0% | -11.7% | -7.1% |
| 3M | +3.2% | +3.5% | -0.4% | +1.4% |
| 6M | +23.4% | +26.3% | -2.9% | +14.7% |
| YTD | +18.8% | +79.2% | -60.5% | -2.4% |
| 1Y | +25.0% | +43.8% | -18.8% | +8.9% |
| 3Y | +131.2% | +52.0% | +79.2% | +87.6% |
| All | +66.7% | -25.4% | +92.1% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling