+94.9%
DOCU vs CGNX
+46.9%
+48.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +3.0% |
| 7D | -0.4% | -2.5% | +2.1% | -0.2% |
| 30D | +12.9% | -16.3% | +29.3% | +14.9% |
| 3M | +35.1% | -17.7% | +52.7% | +37.2% |
| 6M | +76.2% | -22.9% | +99.1% | +79.7% |
| YTD | +17.2% | +44.4% | -27.2% | +2.3% |
| 1Y | +16.4% | +35.6% | -19.1% | +3.3% |
| All | +94.9% | +46.9% | +48.0% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling