-26.2%
DT vs CGNX
-25.4%
-0.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -1.9% |
| 7D | -1.6% | +3.2% | -4.8% | -2.6% |
| 30D | +3.0% | +6.0% | -3.0% | +0.8% |
| 3M | +26.5% | +3.5% | +23.0% | +23.5% |
| 6M | +35.9% | +26.3% | +9.6% | +23.4% |
| YTD | +17.8% | +79.2% | -61.4% | -9.5% |
| 1Y | +4.1% | +43.8% | -39.7% | -13.7% |
| 3Y | +5.3% | +52.0% | -46.7% | -21.8% |
| All | -26.2% | -25.4% | -0.7% | -17.2% |
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