+3.0%
FLR vs CGNX
+31.4%
-28.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.7% | +7.9% | +1.4% |
| 7D | +1.4% | -9.2% | +10.6% | +3.7% |
| 30D | -5.9% | -17.6% | +11.6% | -1.5% |
| 3M | -7.6% | -25.7% | +18.1% | -1.1% |
| 6M | -9.3% | -5.5% | -3.8% | -7.2% |
| YTD | +20.1% | +48.1% | -28.0% | +9.2% |
| 1Y | +3.0% | +33.5% | -30.5% | -0.4% |
| All | +3.0% | +31.4% | -28.4% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling