+1,012.6%
CGNX vs DVA
+5,124.5%
-4,111.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | +3.2% | -1.3% | +4.5% | +3.4% |
| 30D | +6.0% | 0.0% | +6.0% | +5.9% |
| 3M | +3.5% | -10.9% | +14.5% | +5.3% |
| 6M | +26.3% | +17.3% | +9.0% | +21.0% |
| YTD | +79.2% | +59.8% | +19.4% | +60.7% |
| 1Y | +43.8% | +36.3% | +7.5% | +33.1% |
| 3Y | +52.0% | +88.6% | -36.7% | +29.5% |
| 5Y | -24.0% | +47.5% | -71.6% | -33.8% |
| 10Y | +189.1% | +185.2% | +3.9% | +116.6% |
| All | +1,012.6% | +5,124.5% | -4,111.8% | +471.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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