+497.2%
CGNX vs ALM
+8,043.4%
-7,546.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.6% | -0.6% |
| 7D | +3.2% | +3.6% | -0.4% | +3.2% |
| 30D | -3.7% | +33.8% | -37.5% | -3.9% |
| 3M | +1.0% | +14.8% | -13.7% | +1.0% |
| 6M | +22.1% | -7.0% | +29.0% | +22.0% |
| YTD | +72.7% | +108.1% | -35.4% | +72.1% |
| 1Y | +40.4% | +313.8% | -273.4% | +39.6% |
| 3Y | +45.2% | +2,227.6% | -2,182.4% | +43.6% |
| 5Y | -26.7% | +956.6% | -983.3% | -27.4% |
| 10Y | +178.5% | +3,082.3% | -2,903.8% | +174.2% |
| All | +497.2% | +8,043.4% | -7,546.2% | +483.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling