-2.2%
FRSH vs CGNX
+42.4%
-44.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.4% | -7.1% | -4.6% |
| 7D | -8.2% | +3.0% | -11.1% | -8.0% |
| 30D | +10.5% | -11.8% | +22.3% | +9.8% |
| 3M | +32.7% | -3.6% | +36.3% | +32.8% |
| 6M | +50.3% | +17.4% | +32.9% | +50.8% |
| YTD | +3.9% | +73.7% | -69.8% | +0.4% |
| 1Y | -2.2% | +41.5% | -43.7% | -4.8% |
| All | -2.2% | +42.4% | -44.5% | -4.8% |
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