-84.3%
FRMI vs CGNX
+38.7%
-123.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +2.9% | +4.5% |
| 7D | +2.4% | +3.0% | -0.6% | +1.4% |
| 30D | -17.3% | -11.8% | -5.4% | -13.7% |
| 3M | -17.2% | -3.6% | -13.5% | -16.5% |
| 6M | -43.4% | +17.4% | -60.8% | -46.6% |
| YTD | -36.0% | +73.7% | -109.7% | -47.7% |
| All | -84.3% | +38.7% | -123.0% | -87.3% |
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