+344.5%
DAL vs CGNX
+1,268.2%
-923.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +3.4% | +3.6% | -0.2% | +2.0% |
| 30D | -13.6% | -6.8% | -6.7% | -11.4% |
| 3M | +1.2% | -0.1% | +1.3% | +0.1% |
| 6M | +34.5% | +26.2% | +8.3% | +20.8% |
| YTD | +14.7% | +73.7% | -59.0% | -12.8% |
| 1Y | +29.2% | +40.4% | -11.2% | +6.2% |
| 3Y | +100.0% | +46.1% | +53.9% | +55.7% |
| 5Y | +106.3% | -25.6% | +131.9% | +101.4% |
| 10Y | +126.4% | +171.3% | -44.9% | +13.2% |
| All | +344.5% | +1,268.2% | -923.8% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling