+247.6%
DIA vs CGNX
+193.6%
+54.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | 0.0% |
| 7D | -1.6% | +3.2% | -4.7% | -2.3% |
| 30D | -2.0% | +6.0% | -8.0% | -3.5% |
| 3M | +3.6% | +3.5% | +0.1% | +2.0% |
| 6M | +11.5% | +26.3% | -14.8% | +4.2% |
| YTD | +10.4% | +79.2% | -68.9% | -7.3% |
| 1Y | +15.6% | +43.8% | -28.2% | +1.8% |
| 3Y | +58.9% | +52.0% | +6.9% | +32.0% |
| 5Y | +65.3% | -24.0% | +89.4% | +62.2% |
| All | +247.6% | +193.6% | +54.0% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling