+185.8%
CGNX vs ALK
-35.7%
+221.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +3.2% |
| 7D | +3.2% | -2.1% | +5.3% | +3.9% |
| 30D | +6.0% | -13.1% | +19.1% | +11.0% |
| 3M | +3.5% | -11.8% | +15.3% | +7.7% |
| 6M | +26.3% | -0.4% | +26.7% | +24.6% |
| YTD | +79.2% | -18.2% | +97.4% | +87.1% |
| 1Y | +43.8% | -35.5% | +79.3% | +62.0% |
| 3Y | +52.0% | +1.8% | +50.1% | +40.5% |
| 5Y | -24.0% | -26.6% | +2.6% | -23.7% |
| All | +185.8% | -35.7% | +221.5% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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