+539.1%
DG vs CGNX
+1,660.7%
-1,121.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +0.7% |
| 7D | -6.5% | +3.2% | -9.6% | -6.9% |
| 30D | +4.2% | +6.0% | -1.8% | +3.2% |
| 3M | +9.5% | +3.5% | +6.0% | +8.3% |
| 6M | -13.1% | +26.3% | -39.4% | -16.8% |
| YTD | -4.8% | +79.2% | -84.1% | -14.2% |
| 1Y | +20.6% | +43.8% | -23.2% | +11.8% |
| 3Y | +4.9% | +52.0% | -47.0% | -6.2% |
| 5Y | -37.9% | -24.0% | -13.8% | -39.0% |
| 10Y | +102.2% | +189.1% | -86.9% | +51.1% |
| All | +539.1% | +1,660.7% | -1,121.6% | +217.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling