+199.6%
DKS vs CGNX
+193.6%
+6.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +1.2% |
| 7D | -2.0% | +3.2% | -5.2% | -2.9% |
| 30D | -32.7% | +6.0% | -38.7% | -34.2% |
| 3M | -38.8% | +3.5% | -42.3% | -40.3% |
| 6M | -29.4% | +26.3% | -55.7% | -35.4% |
| YTD | -30.3% | +79.2% | -109.6% | -44.5% |
| 1Y | -39.6% | +43.8% | -83.4% | -48.7% |
| 3Y | +32.2% | +52.0% | -19.8% | +5.7% |
| 5Y | +15.1% | -24.0% | +39.2% | +10.1% |
| All | +199.6% | +193.6% | +6.0% | +85.4% |
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