+14,232.0%
DE vs CGNX
+12,871.6%
+1,360.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.0% |
| 7D | -2.6% | +3.2% | -5.7% | -3.1% |
| 30D | +9.0% | +6.0% | +3.0% | +7.7% |
| 3M | +19.1% | +3.5% | +15.6% | +17.9% |
| 6M | +14.4% | +26.3% | -11.9% | +9.0% |
| YTD | +45.9% | +79.2% | -33.3% | +29.1% |
| 1Y | +43.6% | +43.8% | -0.2% | +31.2% |
| 3Y | +75.9% | +52.0% | +23.9% | +56.0% |
| 5Y | +98.8% | -24.0% | +122.8% | +93.9% |
| 10Y | +861.4% | +189.1% | +672.3% | +640.5% |
| All | +14,232.0% | +12,871.6% | +1,360.3% | +6,356.2% |
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 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