+137.5%
FROG vs CGNX
-25.4%
+163.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.8% | -3.2% |
| 7D | -0.5% | +3.2% | -3.6% | -1.7% |
| 30D | +1.3% | +6.0% | -4.7% | -0.8% |
| 3M | +11.1% | +3.5% | +7.5% | +9.0% |
| 6M | +108.3% | +26.3% | +82.0% | +88.7% |
| YTD | +39.6% | +79.2% | -39.7% | +6.8% |
| 1Y | +74.7% | +43.8% | +30.9% | +45.0% |
| 3Y | +224.1% | +52.0% | +172.1% | +142.2% |
| All | +137.5% | -25.4% | +163.0% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling