+65.4%
DRI vs CGNX
-25.4%
+90.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +0.5% |
| 7D | -3.2% | +3.2% | -6.4% | -3.7% |
| 30D | -7.8% | +6.0% | -13.8% | -8.8% |
| 3M | +0.4% | +3.5% | -3.2% | -1.0% |
| 6M | +4.8% | +26.3% | -21.5% | -0.8% |
| YTD | +16.7% | +79.2% | -62.5% | +1.4% |
| 1Y | +1.5% | +43.8% | -42.3% | -8.2% |
| 3Y | +56.3% | +52.0% | +4.3% | +33.7% |
| All | +65.4% | -25.4% | +90.8% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling