+12,769.2%
FIX vs CGNX
+1,157.0%
+11,612.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +6.1% | +3.6% | +2.5% | +5.0% |
| 30D | -2.7% | -6.8% | +4.2% | -0.7% |
| 3M | -10.9% | -0.1% | -10.8% | -10.5% |
| 6M | +29.0% | +26.2% | +2.8% | +21.7% |
| YTD | +76.9% | +73.7% | +3.2% | +49.2% |
| 1Y | +130.7% | +40.4% | +90.3% | +106.0% |
| 3Y | +790.7% | +46.1% | +744.6% | +668.6% |
| 5Y | +2,185.6% | -25.6% | +2,211.2% | +2,197.8% |
| 10Y | +5,993.3% | +171.3% | +5,822.0% | +4,171.5% |
| All | +12,769.2% | +1,157.0% | +11,612.2% | +5,239.5% |
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