+76.5%
FTV vs CGNX
+193.6%
-117.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.8% |
| 7D | -4.0% | +3.2% | -7.1% | -4.8% |
| 30D | -11.0% | +6.0% | -17.0% | -12.7% |
| 3M | -8.4% | +3.5% | -11.9% | -10.1% |
| 6M | -2.6% | +26.3% | -28.8% | -10.3% |
| YTD | -0.6% | +79.2% | -79.9% | -20.3% |
| 1Y | +11.0% | +43.8% | -32.8% | -5.6% |
| 3Y | -6.3% | +52.0% | -58.3% | -25.5% |
| 5Y | -1.5% | -24.0% | +22.5% | -4.4% |
| All | +76.5% | +193.6% | -117.1% | +10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling