-47.3%
FSLY vs CGNX
-25.4%
-21.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | -1.4% |
| 7D | +12.5% | +3.2% | +9.3% | +9.5% |
| 30D | -18.8% | +6.0% | -24.8% | -22.3% |
| 3M | +22.7% | +3.5% | +19.1% | +16.5% |
| 6M | -3.7% | +26.3% | -30.0% | -26.6% |
| YTD | +127.5% | +79.2% | +48.3% | +39.0% |
| 1Y | +193.5% | +43.8% | +149.7% | +103.1% |
| 3Y | -1.3% | +52.0% | -53.3% | -41.9% |
| All | -47.3% | -25.4% | -21.8% | -40.9% |
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