+5,794.8%
DOV vs CGNX
+12,871.6%
-7,076.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.1% |
| 7D | -2.0% | +3.2% | -5.2% | -2.6% |
| 30D | -8.9% | +6.0% | -14.9% | -10.1% |
| 3M | -13.3% | +3.5% | -16.8% | -14.3% |
| 6M | -9.7% | +26.3% | -36.0% | -14.3% |
| YTD | -2.5% | +79.2% | -81.7% | -14.9% |
| 1Y | +7.2% | +43.8% | -36.6% | -2.9% |
| 3Y | +39.4% | +52.0% | -12.5% | +22.3% |
| 5Y | +15.8% | -24.0% | +39.9% | +13.9% |
| 10Y | +297.5% | +189.1% | +108.4% | +199.2% |
| All | +5,794.8% | +12,871.6% | -7,076.8% | +2,407.7% |
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