+7.6%
DOCS vs CGNX
+44.7%
-37.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.3% |
| 7D | -7.3% | +3.6% | -10.9% | -7.7% |
| 30D | -10.9% | -6.8% | -4.0% | -10.2% |
| 3M | +20.3% | -0.1% | +20.4% | +19.5% |
| 6M | -3.6% | +26.2% | -29.8% | -8.6% |
| YTD | -44.9% | +73.7% | -118.5% | -52.7% |
| 1Y | -64.9% | +40.4% | -105.3% | -68.0% |
| 3Y | +7.6% | +46.1% | -38.5% | -17.2% |
| All | +7.6% | +44.7% | -37.0% | -17.2% |
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