-16.6%
CGNX vs ABCL
-82.9%
+66.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +0.5% |
| 7D | +1.5% | -9.6% | +11.1% | +3.0% |
| 30D | -1.8% | +7.2% | -9.0% | -3.3% |
| 3M | +5.3% | +105.5% | -100.2% | -8.7% |
| 6M | +22.3% | +193.0% | -170.7% | -1.2% |
| YTD | +72.2% | +205.8% | -133.7% | +36.5% |
| 1Y | +39.8% | +144.4% | -104.6% | +14.4% |
| 3Y | +44.8% | +93.3% | -48.5% | +15.6% |
| 5Y | -27.0% | -44.9% | +17.9% | -34.6% |
| All | -16.6% | -82.9% | +66.2% | -25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling