-24.5%
CGNX vs ABCL
-42.5%
+18.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | 0.0% | +3.4% |
| 7D | +3.2% | -4.7% | +7.9% | +4.0% |
| 30D | +6.0% | +5.2% | +0.8% | +4.6% |
| 3M | +3.5% | +106.6% | -103.1% | -12.5% |
| 6M | +26.3% | +198.4% | -172.1% | -2.4% |
| YTD | +79.2% | +218.4% | -139.2% | +34.8% |
| 1Y | +43.8% | +136.2% | -92.4% | +14.2% |
| 3Y | +52.0% | +103.2% | -51.2% | +15.6% |
| All | -24.5% | -42.5% | +18.0% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling