+272.7%
ACGL vs CGNX
+193.6%
+79.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.9% |
| 7D | -2.0% | +3.2% | -5.2% | -2.6% |
| 30D | -1.2% | +6.0% | -7.2% | -2.5% |
| 3M | +5.4% | +3.5% | +1.9% | +3.8% |
| 6M | +1.4% | +26.3% | -24.9% | -4.7% |
| YTD | +0.2% | +79.2% | -79.1% | -14.0% |
| 1Y | +4.1% | +43.8% | -39.7% | -7.1% |
| 3Y | +28.2% | +52.0% | -23.7% | +7.6% |
| 5Y | +159.5% | -24.0% | +183.6% | +158.1% |
| All | +272.7% | +193.6% | +79.1% | +146.2% |
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 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