-27.0%
CGNX vs ALK
-31.3%
+4.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.5% | -3.1% | +4.6% | +2.7% |
| 30D | -1.8% | -17.1% | +15.3% | +5.2% |
| 3M | +5.3% | -3.8% | +9.0% | +6.3% |
| 6M | +22.3% | -5.3% | +27.6% | +22.5% |
| YTD | +72.2% | -20.3% | +92.4% | +81.7% |
| 1Y | +39.8% | -36.0% | +75.8% | +59.5% |
| 3Y | +44.8% | +0.8% | +44.1% | +29.8% |
| 5Y | -27.0% | -28.5% | +1.5% | -30.2% |
| All | -27.0% | -31.3% | +4.2% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling