+67.3%
DVN vs CGNX
+193.6%
-126.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.8% |
| 7D | +4.5% | +3.2% | +1.4% | +3.5% |
| 30D | +12.0% | +6.0% | +6.0% | +9.6% |
| 3M | +13.4% | +3.5% | +9.9% | +10.2% |
| 6M | +12.1% | +26.3% | -14.2% | 0.0% |
| YTD | +38.8% | +79.2% | -40.4% | +4.9% |
| 1Y | +46.0% | +43.8% | +2.2% | +18.4% |
| 3Y | +9.5% | +52.0% | -42.5% | -18.5% |
| 5Y | +125.3% | -24.0% | +149.3% | +115.4% |
| All | +67.3% | +193.6% | -126.3% | -6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling