+47.7%
FND vs CGNX
+63.6%
-15.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | -1.0% |
| 7D | -5.8% | +3.2% | -8.9% | -7.2% |
| 30D | -20.2% | +6.0% | -26.2% | -22.9% |
| 3M | -12.0% | +3.5% | -15.5% | -15.0% |
| 6M | -18.5% | +26.3% | -44.8% | -29.3% |
| YTD | -22.3% | +79.2% | -101.5% | -46.2% |
| 1Y | -47.6% | +43.8% | -91.4% | -59.9% |
| 3Y | -49.8% | +52.0% | -101.7% | -65.1% |
| 5Y | -63.0% | -24.0% | -38.9% | -63.0% |
| All | +47.7% | +63.6% | -15.9% | -0.5% |
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