+13.8%
DBX vs CGNX
-25.4%
+39.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +0.6% |
| 7D | +2.1% | +3.2% | -1.1% | +1.4% |
| 30D | +5.7% | +6.0% | -0.3% | +4.1% |
| 3M | +31.8% | +3.5% | +28.3% | +29.3% |
| 6M | +37.5% | +26.3% | +11.2% | +26.6% |
| YTD | +27.9% | +79.2% | -51.3% | +3.2% |
| 1Y | +15.0% | +43.8% | -28.8% | -1.4% |
| 3Y | +27.2% | +52.0% | -24.8% | +0.4% |
| All | +13.8% | -25.4% | +39.2% | +31.6% |
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