+13.0%
DLR vs CGNX
+31.4%
-18.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.7% | +11.3% | +3.8% |
| 7D | +2.8% | -9.2% | +12.0% | +4.2% |
| 30D | +2.8% | -17.6% | +20.4% | +5.5% |
| 3M | -4.0% | -25.7% | +21.7% | -0.3% |
| 6M | -5.6% | -5.5% | -0.1% | -5.7% |
| YTD | +21.9% | +48.1% | -26.1% | +13.4% |
| 1Y | +13.0% | +33.5% | -20.5% | +6.6% |
| All | +13.0% | +31.4% | -18.4% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling