-99.9%
DFNS vs CGNX
-25.4%
-74.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.1% | -6.6% | -2.1% |
| 7D | -6.3% | +3.2% | -9.5% | -6.0% |
| 30D | -74.0% | +6.0% | -80.0% | -73.9% |
| 3M | -70.1% | +3.5% | -73.7% | -69.6% |
| 6M | -93.9% | +26.3% | -120.2% | -93.6% |
| YTD | -98.1% | +79.2% | -177.3% | -97.9% |
| 1Y | -98.3% | +43.8% | -142.1% | -98.2% |
| 3Y | -99.9% | +52.0% | -151.8% | -99.9% |
| All | -99.9% | -25.4% | -74.4% | -99.8% |
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