+2,023.5%
FLUT vs CGNX
+2,020.2%
+3.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -3.6% | +1.5% | -5.1% | -3.7% |
| 30D | -0.3% | -1.8% | +1.4% | -0.3% |
| 3M | -12.6% | +5.3% | -17.9% | -13.3% |
| 6M | -8.0% | +22.3% | -30.3% | -10.1% |
| YTD | -54.1% | +72.2% | -126.3% | -56.7% |
| 1Y | -66.1% | +39.8% | -106.0% | -67.5% |
| 3Y | -45.0% | +44.8% | -89.9% | -48.0% |
| 5Y | -51.2% | -27.0% | -24.2% | -52.7% |
| 10Y | -11.0% | +177.7% | -188.7% | -17.6% |
| All | +2,023.5% | +2,020.2% | +3.3% | +1,695.6% |
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