+59.2%
ALB vs CGNX
+45.2%
+14.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.1% | -7.5% | -3.9% |
| 7D | -6.6% | +3.2% | -9.8% | -7.0% |
| 30D | -8.1% | +6.0% | -14.1% | -8.8% |
| 3M | -25.7% | +3.5% | -29.2% | -26.2% |
| 6M | -29.5% | +26.3% | -55.8% | -30.7% |
| YTD | -16.2% | +79.2% | -95.5% | -22.2% |
| 1Y | +59.2% | +43.8% | +15.4% | +59.6% |
| All | +59.2% | +45.2% | +14.1% | +59.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling