+29.5%
CGNX vs ALC
+16.1%
+13.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.5% |
| 7D | +3.2% | -6.3% | +9.5% | +6.6% |
| 30D | +6.0% | -10.3% | +16.3% | +11.8% |
| 3M | +3.5% | -0.7% | +4.3% | +2.9% |
| 6M | +26.3% | -17.8% | +44.1% | +37.6% |
| YTD | +79.2% | -15.8% | +95.1% | +91.5% |
| 1Y | +43.8% | -16.7% | +60.5% | +54.2% |
| 3Y | +52.0% | -19.7% | +71.7% | +60.6% |
| 5Y | -24.0% | -19.8% | -4.3% | -21.0% |
| All | +29.5% | +16.1% | +13.3% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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