+2,887.9%
FITB vs CGNX
+12,871.6%
-9,983.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.3% |
| 7D | -0.3% | +3.2% | -3.4% | -0.9% |
| 30D | -5.7% | +6.0% | -11.7% | -6.9% |
| 3M | +3.2% | +3.5% | -0.4% | +1.8% |
| 6M | +23.4% | +26.3% | -2.9% | +16.5% |
| YTD | +18.8% | +79.2% | -60.5% | +2.7% |
| 1Y | +25.0% | +43.8% | -18.8% | +12.3% |
| 3Y | +131.2% | +52.0% | +79.2% | +101.4% |
| 5Y | +70.7% | -24.0% | +94.7% | +67.1% |
| 10Y | +289.4% | +189.1% | +100.3% | +192.5% |
| All | +2,887.9% | +12,871.6% | -9,983.7% | +1,195.7% |
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