-41.1%
ACN vs CGNX
-25.4%
-15.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.1% | -0.7% | +2.7% |
| 7D | -1.5% | +3.2% | -4.7% | -2.0% |
| 30D | +2.1% | +6.0% | -3.9% | +0.9% |
| 3M | +11.1% | +3.5% | +7.6% | +9.0% |
| 6M | -6.8% | +26.3% | -33.1% | -13.1% |
| YTD | -30.0% | +79.2% | -109.3% | -41.7% |
| 1Y | -23.1% | +43.8% | -66.9% | -32.4% |
| 3Y | -40.4% | +52.0% | -92.3% | -51.3% |
| All | -41.1% | -25.4% | -15.7% | -41.8% |
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 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