+43.8%
CGNX vs DTE
+1.0%
+42.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.4% | +4.1% |
| 7D | +3.2% | -2.6% | +5.7% | +3.2% |
| 30D | +6.0% | -4.4% | +10.4% | +6.2% |
| 3M | +3.5% | -8.3% | +11.9% | +3.0% |
| 6M | +26.3% | -8.1% | +34.4% | +25.7% |
| YTD | +79.2% | +4.4% | +74.8% | +73.8% |
| 1Y | +43.8% | +0.2% | +43.6% | +40.4% |
| All | +43.8% | +1.0% | +42.8% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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