-32.6%
AAL vs CGNX
-25.4%
-7.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | -0.5% |
| 7D | -0.9% | +3.2% | -4.1% | -2.2% |
| 30D | -12.9% | +6.0% | -18.9% | -15.3% |
| 3M | -11.2% | +3.5% | -14.7% | -13.5% |
| 6M | +17.8% | +26.3% | -8.4% | +5.5% |
| YTD | -15.1% | +79.2% | -94.4% | -37.7% |
| 1Y | +0.5% | +43.8% | -43.3% | -19.0% |
| 3Y | -7.7% | +52.0% | -59.6% | -32.6% |
| All | -32.6% | -25.4% | -7.2% | -44.1% |
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