+5,669.5%
DKS vs CGNX
+1,904.8%
+3,764.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +0.1% |
| 7D | -3.0% | +3.2% | -6.1% | -3.9% |
| 30D | -33.4% | +6.0% | -39.4% | -34.9% |
| 3M | -39.4% | +3.5% | -42.9% | -41.0% |
| 6M | -30.1% | +26.3% | -56.4% | -36.4% |
| YTD | -31.0% | +79.2% | -110.2% | -45.6% |
| 1Y | -40.2% | +43.8% | -84.0% | -49.7% |
| 3Y | +30.9% | +52.0% | -21.0% | +4.2% |
| 5Y | +14.0% | -24.0% | +38.1% | +10.2% |
| 10Y | +202.1% | +189.1% | +13.0% | +72.8% |
| All | +5,669.5% | +1,904.8% | +3,764.7% | +1,277.9% |
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