+46.4%
CGNX vs ABCL
+103.9%
-57.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.1% |
| 7D | +3.2% | -2.7% | +5.9% | +3.6% |
| 30D | -3.7% | +18.3% | -22.0% | -6.4% |
| 3M | +1.0% | +108.5% | -107.5% | -12.0% |
| 6M | +22.1% | +213.9% | -191.8% | -2.3% |
| YTD | +72.7% | +223.1% | -150.4% | +36.1% |
| 1Y | +40.4% | +160.6% | -120.2% | +14.5% |
| All | +46.4% | +103.9% | -57.5% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling