+83.4%
DOCN vs CGNX
-25.5%
+108.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | 0.0% | +12.7% | +12.7% |
| 7D | +16.3% | +3.6% | +12.7% | +13.7% |
| 30D | +2.0% | -6.8% | +8.9% | +6.7% |
| 3M | -25.2% | -0.1% | -25.1% | -25.8% |
| 6M | +132.7% | +26.2% | +106.5% | +97.0% |
| YTD | +163.3% | +73.7% | +89.6% | +66.6% |
| 1Y | +280.3% | +40.4% | +239.9% | +176.7% |
| 3Y | +371.8% | +46.1% | +325.8% | +198.3% |
| All | +83.4% | -25.5% | +108.9% | +142.0% |
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