+270.3%
ALLE vs CGNX
+325.5%
-55.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.4% |
| 7D | -0.2% | +3.0% | -3.2% | -1.0% |
| 30D | -6.8% | -11.8% | +5.0% | -3.9% |
| 3M | +21.0% | -3.6% | +24.6% | +21.0% |
| 6M | +1.1% | +17.4% | -16.3% | -4.7% |
| YTD | -0.5% | +73.7% | -74.3% | -18.1% |
| 1Y | -7.3% | +41.5% | -48.8% | -19.8% |
| 3Y | +42.3% | +34.1% | +8.2% | +19.9% |
| 5Y | +13.5% | -27.3% | +40.7% | +11.4% |
| 10Y | +144.0% | +166.6% | -22.6% | +58.4% |
| All | +270.3% | +325.5% | -55.2% | +99.8% |
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 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