+209.3%
FXI vs CGNX
+1,160.0%
-950.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.9% |
| 7D | -3.9% | +3.2% | -7.0% | -4.9% |
| 30D | -2.1% | +6.0% | -8.1% | -4.3% |
| 3M | -0.5% | +3.5% | -4.0% | -2.9% |
| 6M | -4.5% | +26.3% | -30.8% | -13.6% |
| YTD | -9.2% | +79.2% | -88.5% | -29.5% |
| 1Y | -13.8% | +43.8% | -57.6% | -28.4% |
| 3Y | +36.6% | +52.0% | -15.4% | +5.0% |
| 5Y | -6.7% | -24.0% | +17.4% | -11.3% |
| 10Y | +14.8% | +189.1% | -174.3% | -42.2% |
| All | +209.3% | +1,160.0% | -950.7% | -41.3% |
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 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