-47.3%
DOCS vs CGNX
+31.4%
-78.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -8.7% | +15.0% | +5.4% |
| 7D | +1.2% | -9.2% | +10.4% | +0.3% |
| 30D | +21.3% | -17.6% | +38.9% | +19.0% |
| 3M | +58.4% | -25.7% | +84.1% | +54.1% |
| 6M | +39.3% | -5.5% | +44.8% | +38.7% |
| YTD | -21.7% | +48.1% | -69.8% | -24.0% |
| 1Y | -47.3% | +33.5% | -80.8% | -42.1% |
| All | -47.3% | +31.4% | -78.8% | -42.1% |
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