+116.4%
DOCN vs CGNX
+31.4%
+85.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -8.7% | +1.5% | -3.1% |
| 7D | -20.0% | -9.2% | -10.8% | -16.2% |
| 30D | -38.8% | -17.6% | -21.2% | -33.0% |
| 3M | -34.8% | -25.7% | -9.1% | -26.0% |
| 6M | -22.8% | -5.5% | -17.3% | -19.5% |
| YTD | +74.6% | +48.1% | +26.5% | +54.1% |
| 1Y | +116.4% | +33.5% | +82.9% | +105.8% |
| All | +116.4% | +31.4% | +85.0% | +105.8% |
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 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