+19.8%
DDOG vs CGNX
+31.4%
-11.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -8.7% | -5.7% | -12.4% |
| 7D | -32.2% | -9.2% | -23.0% | -30.5% |
| 30D | -31.7% | -17.6% | -14.2% | -29.0% |
| 3M | -34.5% | -25.7% | -8.8% | -31.0% |
| 6M | +28.7% | -5.5% | +34.1% | +33.0% |
| YTD | +38.8% | +48.1% | -9.3% | +40.7% |
| 1Y | +19.8% | +33.5% | -13.7% | +18.7% |
| All | +19.8% | +31.4% | -11.6% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling