+63.6%
DDOG vs CGNX
-25.4%
+89.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -2.0% |
| 7D | +3.9% | +3.2% | +0.7% | +2.5% |
| 30D | -8.2% | +6.0% | -14.2% | -10.5% |
| 3M | -5.6% | +3.5% | -9.1% | -7.7% |
| 6M | +73.5% | +26.3% | +47.2% | +54.6% |
| YTD | +62.7% | +79.2% | -16.6% | +16.9% |
| 1Y | +59.0% | +43.8% | +15.2% | +25.6% |
| 3Y | +117.1% | +52.0% | +65.2% | +49.7% |
| All | +63.6% | -25.4% | +89.0% | +55.3% |
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