+2,303.0%
FIX vs CGNX
-25.4%
+2,328.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.1% | +2.2% | +4.7% |
| 7D | +5.0% | +3.2% | +1.8% | +3.8% |
| 30D | -2.7% | +6.0% | -8.7% | -4.7% |
| 3M | -8.2% | +3.5% | -11.8% | -9.0% |
| 6M | +20.3% | +26.3% | -6.0% | +11.5% |
| YTD | +81.4% | +79.2% | +2.2% | +44.1% |
| 1Y | +121.5% | +43.8% | +77.7% | +90.5% |
| 3Y | +807.4% | +52.0% | +755.5% | +626.7% |
| All | +2,303.0% | -25.4% | +2,328.5% | +2,014.6% |
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 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