+134.2%
DAL vs CGNX
+193.6%
-59.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +0.7% |
| 7D | -0.3% | +3.2% | -3.5% | -1.4% |
| 30D | -11.1% | +6.0% | -17.1% | -13.2% |
| 3M | -2.1% | +3.5% | -5.6% | -4.3% |
| 6M | +35.8% | +26.3% | +9.5% | +23.3% |
| YTD | +16.0% | +79.2% | -63.2% | -10.3% |
| 1Y | +33.7% | +43.8% | -10.1% | +11.4% |
| 3Y | +102.3% | +52.0% | +50.3% | +58.2% |
| 5Y | +110.3% | -24.0% | +134.4% | +99.6% |
| All | +134.2% | +193.6% | -59.4% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling