+41.5%
CGNX vs ABCL
+186.8%
-145.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.5% |
| 7D | +3.0% | +0.7% | +2.3% | +2.9% |
| 30D | -11.8% | +93.1% | -104.9% | -19.5% |
| 3M | -3.6% | +79.4% | -83.0% | -11.9% |
| 6M | +17.4% | +214.9% | -197.5% | -3.9% |
| YTD | +73.7% | +234.2% | -160.5% | +39.5% |
| 1Y | +41.5% | +174.8% | -133.2% | +25.0% |
| All | +41.5% | +186.8% | -145.3% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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