+3,599.4%
DLR vs CGNX
+1,189.1%
+2,410.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.6% |
| 7D | +0.1% | +3.2% | -3.1% | -0.8% |
| 30D | -4.3% | +6.0% | -10.3% | -6.0% |
| 3M | +3.8% | +3.5% | +0.3% | +1.7% |
| 6M | +5.8% | +26.3% | -20.5% | -2.7% |
| YTD | +23.5% | +79.2% | -55.7% | +0.6% |
| 1Y | +11.1% | +43.8% | -32.7% | -4.5% |
| 3Y | +57.9% | +52.0% | +5.9% | +27.0% |
| 5Y | +44.0% | -24.0% | +68.0% | +38.9% |
| 10Y | +176.0% | +189.1% | -13.1% | +57.3% |
| All | +3,599.4% | +1,189.1% | +2,410.2% | +751.6% |
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 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