+189.3%
DOCN vs CGNX
-13.0%
+202.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.1% | -10.3% | -8.9% |
| 7D | +9.3% | +3.2% | +6.2% | +6.8% |
| 30D | -7.8% | +6.0% | -13.8% | -11.4% |
| 3M | -29.6% | +3.5% | -33.2% | -31.9% |
| 6M | +79.0% | +26.3% | +52.7% | +51.0% |
| YTD | +155.5% | +79.2% | +76.3% | +58.4% |
| 1Y | +236.3% | +43.8% | +192.5% | +140.7% |
| 3Y | +372.0% | +52.0% | +320.0% | +191.0% |
| 5Y | +75.6% | -24.0% | +99.6% | +110.5% |
| All | +189.3% | -13.0% | +202.3% | +219.9% |
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