+1,442.0%
DIS vs CGNX
+12,397.0%
-10,955.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.7% |
| 7D | -3.5% | +3.2% | -6.7% | -4.0% |
| 30D | +1.0% | -3.7% | +4.7% | +1.4% |
| 3M | +5.7% | +1.0% | +4.6% | +4.6% |
| 6M | +3.3% | +22.1% | -18.8% | -1.3% |
| YTD | -7.7% | +72.7% | -80.4% | -18.3% |
| 1Y | -10.0% | +40.4% | -50.3% | -17.9% |
| 3Y | +31.7% | +45.2% | -13.5% | +16.7% |
| 5Y | -42.2% | -26.7% | -15.5% | -43.3% |
| 10Y | +22.3% | +178.5% | -156.2% | -7.0% |
| All | +1,442.0% | +12,397.0% | -10,955.0% | +478.7% |
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 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