+475.0%
DINO vs CGNX
+193.6%
+281.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -1.0% |
| 7D | +2.3% | +3.2% | -0.9% | +1.5% |
| 30D | +22.6% | +6.0% | +16.6% | +20.6% |
| 3M | +55.2% | +3.5% | +51.7% | +52.1% |
| 6M | +93.8% | +26.3% | +67.5% | +77.8% |
| YTD | +139.5% | +79.2% | +60.3% | +92.4% |
| 1Y | +115.3% | +43.8% | +71.5% | +83.4% |
| 3Y | +98.8% | +52.0% | +46.8% | +58.3% |
| 5Y | +333.5% | -24.0% | +357.5% | +320.4% |
| All | +475.0% | +193.6% | +281.4% | +240.4% |
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