+2,688.1%
ALB vs CGNX
+2,992.1%
-304.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.1% | -7.5% | -4.5% |
| 7D | -6.6% | +3.2% | -9.8% | -7.4% |
| 30D | -8.1% | +6.0% | -14.1% | -9.7% |
| 3M | -25.7% | +3.5% | -29.2% | -26.9% |
| 6M | -29.5% | +26.3% | -55.8% | -34.1% |
| YTD | -16.2% | +79.2% | -95.5% | -30.5% |
| 1Y | +59.2% | +43.8% | +15.4% | +39.1% |
| 3Y | -33.7% | +52.0% | -85.7% | -43.7% |
| 5Y | -48.1% | -24.0% | -24.1% | -48.4% |
| 10Y | +75.4% | +189.1% | -113.6% | +29.6% |
| All | +2,688.1% | +2,992.1% | -304.0% | +1,102.2% |
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 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