+66.9%
DD vs CGNX
+193.6%
-126.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.6% |
| 7D | -3.5% | +3.2% | -6.7% | -4.5% |
| 30D | -11.7% | +6.0% | -17.7% | -13.6% |
| 3M | -9.2% | +3.5% | -12.8% | -11.3% |
| 6M | -7.2% | +26.3% | -33.5% | -15.5% |
| YTD | +6.6% | +79.2% | -72.6% | -17.2% |
| 1Y | +32.0% | +43.8% | -11.8% | +10.0% |
| 3Y | +42.1% | +52.0% | -9.8% | +9.6% |
| 5Y | +58.1% | -24.0% | +82.1% | +53.6% |
| All | +66.9% | +193.6% | -126.7% | +4.9% |
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