+753.8%
FIX vs CGNX
+43.9%
+709.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +0.7% | +1.5% | -0.8% | +0.1% |
| 30D | -5.7% | -1.8% | -3.9% | -5.0% |
| 3M | -7.4% | +5.3% | -12.7% | -8.6% |
| 6M | +15.1% | +22.3% | -7.2% | +8.0% |
| YTD | +70.7% | +72.2% | -1.5% | +37.0% |
| 1Y | +111.9% | +39.8% | +72.1% | +84.5% |
| All | +753.8% | +43.9% | +709.9% | +579.7% |
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 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