-51.7%
DOCS vs CGNX
-17.6%
-34.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +2.1% |
| 7D | -2.9% | +3.2% | -6.1% | -3.9% |
| 30D | +2.4% | +6.0% | -3.6% | -0.3% |
| 3M | +27.8% | +3.5% | +24.2% | +23.9% |
| 6M | +3.8% | +26.3% | -22.5% | -8.5% |
| YTD | -42.2% | +79.2% | -121.5% | -59.2% |
| 1Y | -63.6% | +43.8% | -107.4% | -71.4% |
| 3Y | +12.7% | +52.0% | -39.3% | -22.7% |
| 5Y | -74.9% | -24.0% | -50.9% | -71.3% |
| All | -51.7% | -17.6% | -34.1% | -43.0% |
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 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