-7.9%
FRSH vs CGNX
+45.2%
-53.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | +0.4% |
| 7D | -6.6% | +3.2% | -9.8% | -6.5% |
| 30D | +2.1% | +6.0% | -3.9% | +2.4% |
| 3M | +29.0% | +3.5% | +25.4% | +29.3% |
| 6M | +48.6% | +26.3% | +22.3% | +49.3% |
| YTD | -2.9% | +79.2% | -82.2% | -6.3% |
| 1Y | -7.9% | +43.8% | -51.7% | -9.7% |
| All | -7.9% | +45.2% | -53.1% | -9.7% |
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