-56.7%
DOCS vs CGNX
-34.2%
-22.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.9% |
| 7D | -4.2% | -2.5% | -1.7% | -3.5% |
| 30D | +8.6% | -16.3% | +25.0% | +14.1% |
| 3M | +27.2% | -17.7% | +44.9% | +33.0% |
| 6M | +26.5% | -22.9% | +49.4% | +32.6% |
| YTD | -25.0% | +44.4% | -69.3% | -43.4% |
| 1Y | -37.0% | +35.6% | -72.5% | -50.9% |
| 3Y | +39.4% | +45.4% | -6.0% | -11.1% |
| 5Y | -56.7% | -33.4% | -23.3% | -43.9% |
| All | -56.7% | -34.2% | -22.5% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling