+39.0%
DOCS vs CGNX
+44.2%
-5.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.8% | +0.1% |
| 7D | +0.1% | +6.9% | -6.8% | -0.6% |
| 30D | +8.7% | -15.4% | +24.1% | +10.3% |
| 3M | +32.9% | -16.2% | +49.1% | +34.5% |
| 6M | +25.5% | -22.5% | +48.0% | +27.5% |
| YTD | -25.0% | +41.7% | -66.7% | -33.8% |
| 1Y | -34.9% | +33.8% | -68.7% | -41.5% |
| All | +39.0% | +44.2% | -5.1% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling