+5.8%
DASH vs CGNX
-15.1%
+20.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -11.2% | +3.6% | -14.8% | -12.4% |
| 30D | -7.3% | -6.8% | -0.5% | -5.3% |
| 3M | +31.4% | -0.1% | +31.6% | +28.7% |
| 6M | +11.9% | +26.2% | -14.3% | -2.0% |
| YTD | -11.5% | +73.7% | -85.2% | -38.2% |
| 1Y | -20.0% | +40.4% | -60.4% | -38.0% |
| 3Y | +143.9% | +46.1% | +97.8% | +63.9% |
| 5Y | -0.2% | -25.6% | +25.4% | +7.2% |
| All | +5.8% | -15.1% | +20.9% | +17.8% |
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