+10,011.0%
DLTR vs CGNX
+2,362.2%
+7,648.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.2% |
| 7D | -10.1% | +3.2% | -13.2% | -10.6% |
| 30D | -8.1% | +6.0% | -14.1% | -9.3% |
| 3M | +2.9% | +3.5% | -0.7% | +1.3% |
| 6M | +4.3% | +26.3% | -21.9% | -1.4% |
| YTD | -3.9% | +79.2% | -83.2% | -16.1% |
| 1Y | +18.9% | +43.8% | -24.9% | +7.7% |
| 3Y | +1.9% | +52.0% | -50.0% | -11.0% |
| 5Y | +31.0% | -24.0% | +55.0% | +27.2% |
| 10Y | +44.8% | +189.1% | -144.3% | +3.7% |
| All | +10,011.0% | +2,362.2% | +7,648.8% | +3,554.5% |
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