+32.2%
DKS vs CGNX
+49.8%
-17.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +1.4% |
| 7D | -2.0% | +3.2% | -5.2% | -2.8% |
| 30D | -32.7% | +6.0% | -38.7% | -33.9% |
| 3M | -38.8% | +3.5% | -42.3% | -40.0% |
| 6M | -29.4% | +26.3% | -55.7% | -34.6% |
| YTD | -30.3% | +79.2% | -109.6% | -43.6% |
| 1Y | -39.6% | +43.8% | -83.4% | -47.5% |
| 3Y | +32.2% | +52.0% | -19.8% | -1.2% |
| All | +32.2% | +49.8% | -17.6% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling