-94.2%
FRMI vs CGNX
+19.2%
-113.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -10.5% | -5.5% | -10.8% |
| 7D | -46.5% | -19.5% | -27.1% | -40.3% |
| 30D | -63.8% | -28.4% | -35.4% | -57.5% |
| 3M | -75.3% | -32.7% | -42.6% | -70.2% |
| 6M | -69.0% | -19.0% | -50.0% | -65.9% |
| YTD | -80.9% | +32.6% | -113.5% | -87.2% |
| 1Y | -94.2% | +18.0% | -112.3% | -95.5% |
| All | -94.2% | +19.2% | -113.4% | -95.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling