+85.4%
FROG vs CGNX
+31.4%
+54.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.7% | +6.3% | -0.6% |
| 7D | -14.1% | -9.2% | -4.9% | -12.3% |
| 30D | -11.8% | -17.6% | +5.8% | -8.6% |
| 3M | +0.1% | -25.7% | +25.8% | +5.3% |
| 6M | +64.2% | -5.5% | +69.7% | +66.0% |
| YTD | +38.2% | +48.1% | -9.9% | +38.0% |
| 1Y | +85.4% | +33.5% | +51.9% | +86.8% |
| All | +85.4% | +31.4% | +54.0% | +86.8% |
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