-75.0%
FRSH vs CGNX
-22.4%
-52.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -1.3% |
| 7D | -6.6% | +3.2% | -9.8% | -7.7% |
| 30D | +2.1% | +6.0% | -3.9% | -0.6% |
| 3M | +29.0% | +3.5% | +25.4% | +24.6% |
| 6M | +48.6% | +26.3% | +22.3% | +29.9% |
| YTD | -2.9% | +79.2% | -82.2% | -32.4% |
| 1Y | -7.9% | +43.8% | -51.7% | -29.3% |
| 3Y | -46.5% | +52.0% | -98.5% | -63.9% |
| All | -75.0% | -22.4% | -52.6% | -74.6% |
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