+110.1%
DELL vs CGNX
+19.2%
+90.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -10.5% | -4.4% | -11.2% |
| 7D | -33.4% | -19.5% | -13.9% | -28.0% |
| 30D | -44.7% | -28.4% | -16.3% | -38.5% |
| 3M | -31.4% | -32.7% | +1.3% | -23.0% |
| 6M | +46.9% | -19.0% | +66.0% | +61.5% |
| YTD | +154.4% | +32.6% | +121.8% | +139.9% |
| 1Y | +110.1% | +18.0% | +92.1% | +126.7% |
| All | +110.1% | +19.2% | +90.9% | +126.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling