-1.0%
FTV vs CGNX
-25.4%
+24.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.6% |
| 7D | -4.0% | +3.2% | -7.1% | -4.6% |
| 30D | -11.0% | +6.0% | -17.0% | -12.3% |
| 3M | -8.4% | +3.5% | -11.9% | -9.7% |
| 6M | -2.6% | +26.3% | -28.8% | -8.7% |
| YTD | -0.6% | +79.2% | -79.9% | -17.0% |
| 1Y | +11.0% | +43.8% | -32.8% | -2.2% |
| 3Y | -6.3% | +52.0% | -58.3% | -23.0% |
| All | -1.0% | -25.4% | +24.5% | -8.1% |
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