-4.4%
DASH vs CGNX
-27.6%
+23.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -9.4% | +1.5% | -10.9% | -10.0% |
| 30D | -5.2% | -1.8% | -3.4% | -5.1% |
| 3M | +33.1% | +5.3% | +27.9% | +27.7% |
| 6M | +18.3% | +22.3% | -4.0% | +5.4% |
| YTD | -11.2% | +72.2% | -83.4% | -37.2% |
| 1Y | -21.9% | +39.8% | -61.8% | -39.0% |
| 3Y | +144.7% | +44.8% | +99.8% | +66.0% |
| 5Y | -4.4% | -27.0% | +22.6% | +3.3% |
| All | -4.4% | -27.6% | +23.1% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling