-40.6%
DIS vs CGNX
-25.4%
-15.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -0.1% |
| 7D | +1.2% | +3.2% | -2.0% | +0.6% |
| 30D | +3.2% | +6.0% | -2.8% | +1.9% |
| 3M | +7.0% | +3.5% | +3.5% | +5.2% |
| 6M | +6.4% | +26.3% | -19.9% | -0.1% |
| YTD | -5.6% | +79.2% | -84.9% | -20.4% |
| 1Y | -7.7% | +43.8% | -51.5% | -18.2% |
| 3Y | +33.2% | +52.0% | -18.8% | +8.8% |
| All | -40.6% | -25.4% | -15.2% | -46.7% |
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