+24.7%
CGNX vs ALC
+20.4%
+4.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.1% |
| 7D | +3.2% | -5.3% | +8.5% | +6.0% |
| 30D | -3.7% | -7.1% | +3.3% | -0.3% |
| 3M | +1.0% | +0.8% | +0.3% | -0.2% |
| 6M | +22.1% | -16.0% | +38.1% | +31.6% |
| YTD | +72.7% | -12.7% | +85.4% | +81.2% |
| 1Y | +40.4% | -12.8% | +53.2% | +47.0% |
| 3Y | +45.2% | -15.8% | +61.1% | +49.6% |
| 5Y | -26.7% | -16.7% | -10.0% | -25.2% |
| All | +24.7% | +20.4% | +4.3% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling