-43.9%
ACI vs CGNX
+49.8%
-93.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -0.9% | +3.2% |
| 7D | -3.7% | +3.2% | -6.9% | -3.8% |
| 30D | +0.6% | +6.0% | -5.4% | +0.5% |
| 3M | -20.3% | +3.5% | -23.9% | -20.4% |
| 6M | -24.7% | +26.3% | -50.9% | -25.5% |
| YTD | -27.2% | +79.2% | -106.5% | -29.8% |
| 1Y | -32.7% | +43.8% | -76.5% | -34.3% |
| 3Y | -43.9% | +52.0% | -95.9% | -47.1% |
| All | -43.9% | +49.8% | -93.7% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling