-83.1%
FRMI vs CGNX
+43.1%
-126.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | +0.6% |
| 7D | +7.4% | +3.2% | +4.3% | +6.3% |
| 30D | -27.6% | +6.0% | -33.6% | -29.2% |
| 3M | -20.9% | +3.5% | -24.4% | -22.1% |
| 6M | -36.6% | +26.3% | -62.9% | -41.5% |
| YTD | -31.3% | +79.2% | -110.5% | -44.5% |
| All | -83.1% | +43.1% | -126.2% | -86.5% |
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