+13.7%
DOCU vs CGNX
+31.4%
-17.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.7% | +8.9% | -0.6% |
| 7D | -3.7% | -9.2% | +5.5% | -4.5% |
| 30D | +15.0% | -17.6% | +32.5% | +13.3% |
| 3M | +39.9% | -25.7% | +65.6% | +37.2% |
| 6M | +66.2% | -5.5% | +71.6% | +65.4% |
| YTD | +17.7% | +48.1% | -30.4% | +13.8% |
| 1Y | +13.7% | +33.5% | -19.8% | +16.6% |
| All | +13.7% | +31.4% | -17.8% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling