+52.0%
CGNX vs ALM
+1,801.8%
-1,749.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.5% | +10.6% | +4.6% |
| 7D | +3.2% | -11.8% | +15.0% | +4.0% |
| 30D | +6.0% | +7.8% | -1.8% | +5.2% |
| 3M | +3.5% | -9.3% | +12.8% | +3.6% |
| 6M | +26.3% | -30.5% | +56.8% | +27.1% |
| YTD | +79.2% | +75.8% | +3.4% | +72.8% |
| 1Y | +43.8% | +241.2% | -197.4% | +34.4% |
| 3Y | +52.0% | +1,872.6% | -1,820.7% | +34.4% |
| All | +52.0% | +1,801.8% | -1,749.8% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling