-98.3%
DFNS vs CGNX
+42.4%
-140.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.1% |
| 7D | -16.0% | +3.0% | -19.0% | -16.6% |
| 30D | -77.7% | -11.8% | -65.9% | -77.0% |
| 3M | -77.2% | -3.6% | -73.6% | -77.0% |
| 6M | -95.2% | +17.4% | -112.6% | -95.5% |
| YTD | -98.0% | +73.7% | -171.7% | -98.6% |
| 1Y | -98.3% | +41.5% | -139.8% | -98.7% |
| All | -98.3% | +42.4% | -140.7% | -98.7% |
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