-63.2%
FLUT vs CGNX
+31.4%
-94.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.7% | +6.4% | -2.8% |
| 7D | +4.2% | -9.2% | +13.3% | +3.6% |
| 30D | +8.0% | -17.6% | +25.6% | +7.1% |
| 3M | -22.1% | -25.7% | +3.6% | -22.9% |
| 6M | -21.7% | -5.5% | -16.2% | -22.8% |
| YTD | -62.0% | +48.1% | -110.1% | -64.4% |
| 1Y | -63.2% | +33.5% | -96.7% | -63.7% |
| All | -63.2% | +31.4% | -94.6% | -63.7% |
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 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