+33.5%
CGNX vs DAR
+63.3%
-29.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.5% | -6.2% | -8.3% |
| 7D | -9.2% | -5.7% | -3.5% | -8.4% |
| 30D | -17.6% | -16.6% | -1.0% | -15.3% |
| 3M | -25.7% | -13.1% | -12.7% | -24.3% |
| 6M | -5.5% | -18.8% | +13.3% | -2.5% |
| YTD | +48.1% | +45.3% | +2.8% | +30.4% |
| 1Y | +33.5% | +60.6% | -27.1% | +12.2% |
| All | +33.5% | +63.3% | -29.8% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling