+6,775.7%
DRI vs CGNX
+2,083.3%
+4,692.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -4.8% | +1.5% | -6.3% | -5.1% |
| 30D | -5.2% | -1.8% | -3.4% | -5.1% |
| 3M | +2.7% | +5.3% | -2.5% | +1.0% |
| 6M | +3.6% | +22.3% | -18.7% | -1.2% |
| YTD | +15.4% | +72.2% | -56.8% | +2.1% |
| 1Y | +1.3% | +39.8% | -38.6% | -7.6% |
| 3Y | +53.1% | +44.8% | +8.3% | +35.3% |
| 5Y | +64.6% | -27.0% | +91.6% | +61.1% |
| 10Y | +349.5% | +177.7% | +171.8% | +243.1% |
| All | +6,775.7% | +2,083.3% | +4,692.4% | +2,866.0% |
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 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