+2,951.0%
FN vs CGNX
+1,111.8%
+1,839.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.5% | -5.8% | -6.6% |
| 7D | +0.3% | +4.7% | -4.4% | -1.6% |
| 30D | -16.5% | -12.7% | -3.9% | -10.3% |
| 3M | -42.1% | -18.7% | -23.4% | -35.5% |
| 6M | -52.9% | -21.2% | -31.7% | -46.5% |
| YTD | -28.0% | +39.6% | -67.5% | -38.7% |
| 1Y | -18.5% | +35.6% | -54.1% | -29.7% |
| 3Y | +93.9% | +44.7% | +49.2% | +55.8% |
| 5Y | +170.5% | -37.8% | +208.3% | +203.0% |
| 10Y | +704.1% | +95.1% | +609.0% | +411.1% |
| All | +2,951.0% | +1,111.8% | +1,839.1% | +774.4% |
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