-29.4%
AAL vs CGNX
+957.4%
-986.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -0.9% | +1.5% | -2.4% | -1.6% |
| 30D | -16.0% | -1.8% | -14.2% | -15.6% |
| 3M | -4.2% | +5.3% | -9.5% | -7.7% |
| 6M | +15.7% | +22.3% | -6.6% | +3.6% |
| YTD | -16.2% | +72.2% | -88.4% | -39.4% |
| 1Y | +0.2% | +39.8% | -39.6% | -20.7% |
| 3Y | -8.1% | +44.8% | -52.9% | -31.7% |
| 5Y | -32.2% | -27.0% | -5.2% | -32.4% |
| 10Y | -65.4% | +177.7% | -243.1% | -84.4% |
| All | -29.4% | +957.4% | -986.7% | -90.2% |
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