+267.8%
ALLE vs CGNX
+325.3%
-57.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +2.8% | +3.6% | -0.8% | +1.8% |
| 30D | -7.6% | -6.8% | -0.8% | -6.1% |
| 3M | +22.8% | -0.1% | +22.9% | +21.7% |
| 6M | +4.6% | +26.2% | -21.6% | -3.3% |
| YTD | -1.2% | +73.7% | -74.9% | -18.6% |
| 1Y | -9.1% | +40.4% | -49.5% | -21.2% |
| 3Y | +50.0% | +46.1% | +3.9% | +23.1% |
| 5Y | +15.2% | -25.6% | +40.9% | +12.4% |
| 10Y | +151.1% | +171.3% | -20.2% | +62.3% |
| All | +267.8% | +325.3% | -57.6% | +98.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling