+164.6%
DOCN vs CGNX
-15.7%
+180.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +1.2% |
| 7D | +1.1% | +3.0% | -1.8% | -0.8% |
| 30D | -9.6% | -11.8% | +2.2% | -2.1% |
| 3M | -37.7% | -3.6% | -34.1% | -36.7% |
| 6M | +115.2% | +17.4% | +97.8% | +90.7% |
| YTD | +133.7% | +73.7% | +60.0% | +48.3% |
| 1Y | +250.2% | +41.5% | +208.6% | +153.6% |
| 3Y | +320.3% | +34.1% | +286.2% | +189.1% |
| 5Y | +53.1% | -27.3% | +80.4% | +89.3% |
| All | +164.6% | -15.7% | +180.3% | +199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling