+6,577.3%
FIX vs CGNX
+193.6%
+6,383.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.1% | +2.2% | +4.6% |
| 7D | +5.0% | +3.2% | +1.8% | +3.7% |
| 30D | -2.7% | +6.0% | -8.7% | -4.8% |
| 3M | -8.2% | +3.5% | -11.8% | -9.1% |
| 6M | +20.3% | +26.3% | -6.0% | +10.5% |
| YTD | +81.4% | +79.2% | +2.2% | +40.2% |
| 1Y | +121.5% | +43.8% | +77.7% | +86.2% |
| 3Y | +807.4% | +52.0% | +755.5% | +612.9% |
| 5Y | +2,306.7% | -24.0% | +2,330.8% | +2,288.9% |
| All | +6,577.3% | +193.6% | +6,383.7% | +4,125.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling