+40.9%
DUK vs CGNX
-25.4%
+66.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | 0.0% |
| 7D | -0.7% | +3.2% | -3.8% | -0.7% |
| 30D | -2.4% | +6.0% | -8.4% | -2.6% |
| 3M | -3.0% | +3.5% | -6.5% | -3.2% |
| 6M | -6.6% | +26.3% | -32.8% | -7.3% |
| YTD | +4.6% | +79.2% | -74.7% | +2.3% |
| 1Y | +1.2% | +43.8% | -42.6% | -0.3% |
| 3Y | +45.7% | +52.0% | -6.3% | +41.4% |
| All | +40.9% | -25.4% | +66.4% | +36.8% |
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