+185.8%
CGNX vs ACM
+134.0%
+51.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +3.6% |
| 7D | +3.2% | -4.6% | +7.7% | +5.5% |
| 30D | +6.0% | +4.1% | +1.9% | +3.4% |
| 3M | +3.5% | -8.3% | +11.8% | +6.5% |
| 6M | +26.3% | -30.1% | +56.3% | +47.7% |
| YTD | +79.2% | -32.6% | +111.8% | +107.2% |
| 1Y | +43.8% | -49.6% | +93.4% | +94.9% |
| 3Y | +52.0% | -23.0% | +75.0% | +62.3% |
| 5Y | -24.0% | +2.0% | -26.0% | -30.3% |
| All | +185.8% | +134.0% | +51.8% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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