+65.2%
DOCU vs CGNX
+47.1%
+18.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -1.8% |
| 7D | -4.0% | +3.2% | -7.2% | -5.2% |
| 30D | +13.0% | +6.0% | +7.0% | +9.9% |
| 3M | +47.4% | +3.5% | +43.8% | +42.2% |
| 6M | +36.8% | +26.3% | +10.5% | +19.6% |
| YTD | -4.0% | +79.2% | -83.3% | -31.8% |
| 1Y | -18.2% | +43.8% | -62.0% | -36.6% |
| 3Y | +39.7% | +52.0% | -12.3% | -2.7% |
| 5Y | -76.3% | -24.0% | -52.3% | -77.0% |
| All | +65.2% | +47.1% | +18.1% | +15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling