+12,501.5%
DHI vs CGNX
+9,569.8%
+2,931.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.8% |
| 7D | -3.4% | +3.2% | -6.6% | -4.1% |
| 30D | -5.4% | +6.0% | -11.4% | -7.0% |
| 3M | -10.4% | +3.5% | -14.0% | -11.9% |
| 6M | -2.8% | +26.3% | -29.1% | -9.1% |
| YTD | -3.4% | +79.2% | -82.7% | -18.4% |
| 1Y | -22.9% | +43.8% | -66.7% | -31.9% |
| 3Y | +20.7% | +52.0% | -31.3% | +2.0% |
| 5Y | +62.1% | -24.0% | +86.2% | +58.8% |
| 10Y | +410.4% | +189.1% | +221.3% | +255.7% |
| All | +12,501.5% | +9,569.8% | +2,931.7% | +5,638.1% |
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