+34.6%
FROG vs CGNX
+5.7%
+28.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | +11.1% | +3.5% | +7.5% | +8.9% |
| 6M | +108.3% | +26.3% | +82.0% | +87.6% |
| YTD | +39.6% | +79.2% | -39.7% | +5.2% |
| 1Y | +74.7% | +43.8% | +30.9% | +43.2% |
| 3Y | +224.1% | +52.0% | +172.1% | +138.7% |
| 5Y | +138.4% | -24.0% | +162.4% | +131.7% |
| All | +34.6% | +5.7% | +28.8% | -4.6% |
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