+53.9%
FLR vs CGNX
+49.8%
+4.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | -0.1% |
| 7D | -3.5% | +3.2% | -6.7% | -4.4% |
| 30D | +4.2% | +6.0% | -1.8% | +2.1% |
| 3M | +8.1% | +3.5% | +4.5% | +6.6% |
| 6M | +21.5% | +26.3% | -4.8% | +13.0% |
| YTD | +36.8% | +79.2% | -42.5% | +10.7% |
| 1Y | +31.2% | +43.8% | -12.6% | +14.1% |
| 3Y | +53.9% | +52.0% | +1.9% | +22.7% |
| All | +53.9% | +49.8% | +4.1% | +22.7% |
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