+6.6%
DASH vs CGNX
-12.4%
+18.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -1.1% |
| 7D | -4.6% | +3.2% | -7.8% | -5.8% |
| 30D | -5.0% | +6.0% | -11.0% | -7.7% |
| 3M | +30.6% | +3.5% | +27.1% | +26.2% |
| 6M | +19.2% | +26.3% | -7.1% | +4.5% |
| YTD | -10.8% | +79.2% | -90.1% | -38.5% |
| 1Y | -22.4% | +43.8% | -66.2% | -40.4% |
| 3Y | +142.5% | +52.0% | +90.5% | +59.9% |
| 5Y | -4.0% | -24.0% | +20.0% | +2.5% |
| All | +6.6% | -12.4% | +18.9% | +17.2% |
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