-50.3%
DOCS vs CGNX
-20.2%
-30.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -3.6% |
| 7D | -1.4% | +3.0% | -4.4% | -2.4% |
| 30D | +21.8% | -11.8% | +33.7% | +26.6% |
| 3M | +27.3% | -3.6% | +30.9% | +26.3% |
| 6M | -0.3% | +17.4% | -17.7% | -9.8% |
| YTD | -40.5% | +73.7% | -114.2% | -57.5% |
| 1Y | -61.5% | +41.5% | -103.1% | -69.8% |
| 3Y | +8.2% | +34.1% | -25.9% | -19.4% |
| 5Y | -73.4% | -27.3% | -46.1% | -69.1% |
| All | -50.3% | -20.2% | -30.1% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling