-24.5%
CGNX vs ACM
+1.2%
-25.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +3.7% |
| 7D | +3.2% | -4.6% | +7.7% | +5.3% |
| 30D | +6.0% | +4.1% | +1.9% | +3.5% |
| 3M | +3.5% | -8.3% | +11.8% | +6.4% |
| 6M | +26.3% | -30.1% | +56.3% | +47.1% |
| YTD | +79.2% | -32.6% | +111.8% | +104.7% |
| 1Y | +43.8% | -49.6% | +93.4% | +99.9% |
| 3Y | +52.0% | -23.0% | +75.0% | +54.5% |
| All | -24.5% | +1.2% | -25.7% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling