+2,523.6%
DUK vs CGNX
+12,871.6%
-10,348.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.2% |
| 7D | -0.7% | +3.2% | -3.8% | -0.9% |
| 30D | -2.4% | +6.0% | -8.4% | -2.9% |
| 3M | -3.0% | +3.5% | -6.5% | -3.5% |
| 6M | -6.6% | +26.3% | -32.8% | -8.4% |
| YTD | +4.6% | +79.2% | -74.7% | -0.3% |
| 1Y | +1.2% | +43.8% | -42.6% | -2.3% |
| 3Y | +45.7% | +52.0% | -6.3% | +38.3% |
| 5Y | +40.3% | -24.0% | +64.3% | +38.3% |
| 10Y | +129.9% | +189.1% | -59.2% | +104.1% |
| All | +2,523.6% | +12,871.6% | -10,348.1% | +1,681.1% |
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