+1,145.9%
DELL vs CGNX
-25.4%
+1,171.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.1% | +7.9% | +10.6% |
| 7D | +8.2% | +3.2% | +5.1% | +7.2% |
| 30D | +17.1% | +6.0% | +11.1% | +15.0% |
| 3M | +45.2% | +3.5% | +41.6% | +43.6% |
| 6M | +286.8% | +26.3% | +260.5% | +260.1% |
| YTD | +354.8% | +79.2% | +275.5% | +261.6% |
| 1Y | +358.3% | +43.8% | +314.5% | +292.7% |
| 3Y | +724.9% | +52.0% | +673.0% | +551.9% |
| All | +1,145.9% | -25.4% | +1,171.4% | +946.1% |
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