-37.0%
DOCS vs CGNX
+34.8%
-71.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +2.6% |
| 7D | -4.2% | -2.5% | -1.7% | -4.4% |
| 30D | +8.6% | -16.3% | +25.0% | +6.7% |
| 3M | +27.2% | -17.7% | +44.9% | +24.9% |
| 6M | +26.5% | -22.9% | +49.4% | +24.2% |
| YTD | -25.0% | +44.4% | -69.3% | -26.2% |
| 1Y | -37.0% | +35.6% | -72.5% | -33.3% |
| All | -37.0% | +34.8% | -71.7% | -33.3% |
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 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