-99.6%
DFNS vs CGNX
+31.4%
-131.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -8.7% | -9.6% | -16.5% |
| 7D | -27.7% | -9.2% | -18.5% | -26.0% |
| 30D | -58.0% | -17.6% | -40.4% | -56.4% |
| 3M | -94.0% | -25.7% | -68.3% | -93.7% |
| 6M | -94.6% | -5.5% | -89.1% | -94.5% |
| YTD | -99.4% | +48.1% | -147.5% | -99.6% |
| 1Y | -99.6% | +33.5% | -133.2% | -99.7% |
| All | -99.6% | +31.4% | -131.1% | -99.7% |
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