+175.6%
FN vs CGNX
-37.5%
+213.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.5% | -5.8% | -6.6% |
| 7D | +0.3% | +4.7% | -4.4% | -1.7% |
| 30D | -16.5% | -12.7% | -3.9% | -9.9% |
| 3M | -42.1% | -18.7% | -23.4% | -35.0% |
| 6M | -52.9% | -21.2% | -31.7% | -46.1% |
| YTD | -28.0% | +39.6% | -67.5% | -38.3% |
| 1Y | -18.5% | +35.6% | -54.1% | -29.2% |
| 3Y | +93.9% | +44.7% | +49.2% | +53.4% |
| All | +175.6% | -37.5% | +213.1% | +213.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling