+6,994.5%
DECK vs CGNX
+3,371.0%
+3,623.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +5.8% | -14.9% | +20.7% | +9.1% |
| 30D | +7.9% | -21.9% | +29.8% | +13.1% |
| 3M | -11.4% | -29.0% | +17.6% | -5.6% |
| 6M | -16.6% | -23.0% | +6.5% | -13.4% |
| YTD | -16.4% | +33.4% | -49.7% | -24.3% |
| 1Y | +8.6% | +21.6% | -13.0% | +0.2% |
| 3Y | -15.1% | +35.8% | -50.9% | -25.5% |
| 5Y | +22.9% | -37.5% | +60.3% | +25.7% |
| 10Y | +895.7% | +103.5% | +792.2% | +678.9% |
| All | +6,994.5% | +3,371.0% | +3,623.5% | +2,964.4% |
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