-27.7%
FN vs CGNX
+15.9%
-43.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +1.1% |
| 7D | -1.7% | +3.0% | -4.6% | -4.1% |
| 30D | -22.0% | -11.8% | -10.1% | -12.9% |
| 3M | -43.0% | -3.6% | -39.4% | -40.2% |
| 6M | -27.7% | +17.4% | -45.1% | -38.8% |
| All | -27.7% | +15.9% | -43.6% | -38.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling