-24.5%
CGNX vs DTE
+30.3%
-54.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.4% | +4.5% |
| 7D | +3.2% | -2.6% | +5.7% | +4.0% |
| 30D | +6.0% | -4.4% | +10.4% | +7.5% |
| 3M | +3.5% | -8.3% | +11.9% | +6.0% |
| 6M | +26.3% | -8.1% | +34.4% | +28.8% |
| YTD | +79.2% | +4.4% | +74.8% | +74.7% |
| 1Y | +43.8% | +0.2% | +43.6% | +42.0% |
| 3Y | +52.0% | +42.6% | +9.3% | +29.8% |
| All | -24.5% | +30.3% | -54.8% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling