+371.8%
DOCN vs CGNX
+44.7%
+327.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | 0.0% | +12.7% | +12.7% |
| 7D | +16.3% | +3.6% | +12.7% | +14.3% |
| 30D | +2.0% | -6.8% | +8.9% | +5.7% |
| 3M | -25.2% | -0.1% | -25.1% | -25.4% |
| 6M | +132.7% | +26.2% | +106.5% | +106.9% |
| YTD | +163.3% | +73.7% | +89.6% | +91.0% |
| 1Y | +280.3% | +40.4% | +239.9% | +207.6% |
| 3Y | +371.8% | +46.1% | +325.8% | +210.3% |
| All | +371.8% | +44.7% | +327.2% | +210.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling