+92.4%
FOXA vs CGNX
+30.8%
+61.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +0.5% |
| 7D | +0.8% | +3.2% | -2.4% | +0.2% |
| 30D | +5.0% | +6.0% | -1.0% | +3.9% |
| 3M | -3.0% | +3.5% | -6.6% | -4.5% |
| 6M | +14.8% | +26.3% | -11.5% | +8.2% |
| YTD | -8.9% | +79.2% | -88.2% | -22.4% |
| 1Y | +13.3% | +43.8% | -30.5% | +0.7% |
| 3Y | +115.4% | +52.0% | +63.5% | +80.3% |
| 5Y | +95.3% | -24.0% | +119.3% | +93.9% |
| All | +92.4% | +30.8% | +61.6% | +45.0% |
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