+24.7%
DECK vs CGNX
-37.5%
+62.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.1% |
| 7D | +0.1% | +4.7% | -4.5% | -1.2% |
| 30D | +4.8% | -12.7% | +17.5% | +8.1% |
| 3M | -6.9% | -18.7% | +11.7% | -2.7% |
| 6M | -7.6% | -21.2% | +13.6% | -3.8% |
| YTD | -16.3% | +39.6% | -55.8% | -30.4% |
| 1Y | +4.5% | +35.6% | -31.1% | -12.4% |
| 3Y | -17.1% | +44.7% | -61.8% | -38.4% |
| All | +24.7% | -37.5% | +62.2% | +49.6% |
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