+12,099.4%
CGNX vs ALK
+802.3%
+11,297.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.3% |
| 7D | +3.2% | -3.0% | +6.2% | +4.2% |
| 30D | -3.7% | -14.6% | +10.9% | +1.0% |
| 3M | +1.0% | -10.6% | +11.6% | +4.2% |
| 6M | +22.1% | -6.7% | +28.8% | +23.1% |
| YTD | +72.7% | -19.8% | +92.4% | +81.1% |
| 1Y | +40.4% | -35.2% | +75.6% | +56.8% |
| 3Y | +45.2% | +1.4% | +43.9% | +36.2% |
| 5Y | -26.7% | -30.7% | +4.0% | -24.3% |
| 10Y | +178.5% | -37.4% | +215.9% | +166.0% |
| All | +12,099.4% | +802.3% | +11,297.1% | +3,364.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling