+155.9%
ALLE vs CGNX
+193.6%
-37.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +0.2% |
| 7D | -2.4% | +3.2% | -5.6% | -3.2% |
| 30D | -7.7% | +6.0% | -13.7% | -9.4% |
| 3M | +15.2% | +3.5% | +11.6% | +13.0% |
| 6M | +5.4% | +26.3% | -20.9% | -2.8% |
| YTD | -2.9% | +79.2% | -82.2% | -21.3% |
| 1Y | -12.8% | +43.8% | -56.6% | -25.2% |
| 3Y | +47.2% | +52.0% | -4.8% | +18.2% |
| 5Y | +13.5% | -24.0% | +37.5% | +10.5% |
| All | +155.9% | +193.6% | -37.7% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling