+428.3%
FLR vs CGNX
+1,754.7%
-1,326.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | -0.2% |
| 7D | -3.5% | +3.2% | -6.7% | -4.5% |
| 30D | +4.2% | +6.0% | -1.8% | +1.9% |
| 3M | +8.1% | +3.5% | +4.5% | +6.3% |
| 6M | +21.5% | +26.3% | -4.8% | +11.8% |
| YTD | +36.8% | +79.2% | -42.5% | +8.2% |
| 1Y | +31.2% | +43.8% | -12.6% | +11.1% |
| 3Y | +53.9% | +52.0% | +1.9% | +23.2% |
| 5Y | +243.0% | -24.0% | +267.1% | +233.1% |
| 10Y | +18.8% | +189.1% | -170.3% | -30.6% |
| All | +428.3% | +1,754.7% | -1,326.4% | +44.5% |
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