-76.1%
DOCS vs CGNX
-25.9%
-50.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.7% |
| 7D | -8.1% | +3.2% | -11.3% | -9.1% |
| 30D | -5.6% | -3.7% | -1.9% | -5.0% |
| 3M | +18.3% | +1.0% | +17.2% | +15.5% |
| 6M | -5.1% | +22.1% | -27.2% | -15.4% |
| YTD | -45.4% | +72.7% | -118.1% | -60.8% |
| 1Y | -65.2% | +40.4% | -105.6% | -72.5% |
| 3Y | +6.6% | +45.2% | -38.6% | -25.4% |
| 5Y | -76.1% | -26.7% | -49.5% | -72.6% |
| All | -76.1% | -25.9% | -50.2% | -72.6% |
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 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