+26.1%
DECK vs CGNX
-27.3%
+53.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.9% | +0.9% |
| 7D | -2.2% | +3.0% | -5.2% | -3.0% |
| 30D | -13.6% | -11.8% | -1.8% | -10.6% |
| 3M | -21.2% | -3.6% | -17.6% | -21.6% |
| 6M | -21.1% | +17.4% | -38.5% | -26.5% |
| YTD | -17.2% | +73.7% | -91.0% | -34.3% |
| 1Y | -30.7% | +41.5% | -72.3% | -41.3% |
| 3Y | -3.4% | +34.1% | -37.5% | -21.1% |
| All | +26.1% | -27.3% | +53.4% | +21.7% |
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