+297.4%
FN vs CGNX
-25.9%
+323.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.7% |
| 7D | +5.8% | +3.2% | +2.6% | +4.3% |
| 30D | -20.6% | -3.7% | -16.9% | -19.1% |
| 3M | -28.6% | +1.0% | -29.7% | -28.4% |
| 6M | -20.7% | +22.1% | -42.8% | -26.5% |
| YTD | -8.1% | +72.7% | -80.8% | -29.2% |
| 1Y | +13.3% | +40.4% | -27.1% | -4.6% |
| 3Y | +175.7% | +45.2% | +130.4% | +116.1% |
| 5Y | +297.4% | -26.7% | +324.1% | +272.7% |
| All | +297.4% | -25.9% | +323.3% | +272.7% |
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 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