+4,181.2%
ACGL vs CGNX
+1,137.6%
+3,043.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -2.1% | +3.2% | -5.3% | -2.5% |
| 30D | -2.2% | -3.7% | +1.6% | -1.9% |
| 3M | +6.3% | +1.0% | +5.3% | +5.6% |
| 6M | +0.5% | +22.1% | -21.6% | -2.8% |
| YTD | +0.2% | +72.7% | -72.5% | -7.9% |
| 1Y | +7.3% | +40.4% | -33.1% | +0.6% |
| 3Y | +30.8% | +45.2% | -14.4% | +19.4% |
| 5Y | +155.8% | -26.7% | +182.4% | +150.3% |
| 10Y | +276.3% | +178.5% | +97.8% | +211.8% |
| All | +4,181.2% | +1,137.6% | +3,043.6% | +2,596.8% |
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