-14.9%
DASH vs CGNX
+42.4%
-57.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.4% | -7.0% | -4.6% |
| 7D | -10.6% | +3.0% | -13.5% | -10.5% |
| 30D | +2.2% | -11.8% | +14.0% | +2.2% |
| 3M | +32.3% | -3.6% | +35.9% | +31.9% |
| 6M | +19.1% | +17.4% | +1.7% | +18.3% |
| YTD | -6.5% | +73.7% | -80.3% | -12.1% |
| 1Y | -14.9% | +41.5% | -56.4% | -14.0% |
| All | -14.9% | +42.4% | -57.3% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling