+2,060.9%
FTI vs CGNX
+1,178.5%
+882.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | -0.3% |
| 7D | -4.4% | +3.2% | -7.5% | -5.4% |
| 30D | +1.5% | +6.0% | -4.5% | -0.6% |
| 3M | +8.2% | +3.5% | +4.7% | +5.6% |
| 6M | +18.8% | +26.3% | -7.5% | +7.4% |
| YTD | +71.7% | +79.2% | -7.6% | +33.7% |
| 1Y | +90.0% | +43.8% | +46.3% | +57.3% |
| 3Y | +270.5% | +52.0% | +218.5% | +186.4% |
| 5Y | +1,084.5% | -24.0% | +1,108.6% | +1,019.7% |
| 10Y | +302.9% | +189.1% | +113.8% | +123.6% |
| All | +2,060.9% | +1,178.5% | +882.4% | +411.4% |
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