+31.5%
DLTR vs CGNX
+19.2%
+12.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -10.5% | +4.3% | -5.8% |
| 7D | +4.5% | -19.5% | +23.9% | +5.0% |
| 30D | +18.7% | -28.4% | +47.1% | +20.2% |
| 3M | +7.1% | -32.7% | +39.9% | +9.1% |
| 6M | +47.2% | -19.0% | +66.3% | +45.7% |
| YTD | +12.1% | +32.6% | -20.4% | -0.1% |
| 1Y | +31.5% | +18.0% | +13.4% | +24.6% |
| All | +31.5% | +19.2% | +12.3% | +24.6% |
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