+33.5%
CGNX vs ABCL
+138.2%
-104.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.8% | -9.5% | -8.8% |
| 7D | -9.2% | -10.0% | +0.8% | -8.4% |
| 30D | -17.6% | -10.9% | -6.7% | -17.0% |
| 3M | -25.7% | +101.6% | -127.3% | -30.7% |
| 6M | -5.5% | +167.5% | -173.0% | -16.6% |
| YTD | +48.1% | +259.1% | -211.0% | +25.8% |
| 1Y | +33.5% | +152.2% | -118.6% | +20.6% |
| All | +33.5% | +138.2% | -104.7% | +20.6% |
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