-77.1%
DOCU vs CGNX
-25.9%
-51.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -1.4% | +3.2% | -4.7% | -2.6% |
| 30D | +8.1% | -3.7% | +11.8% | +9.2% |
| 3M | +43.0% | +1.0% | +42.0% | +38.9% |
| 6M | +32.4% | +22.1% | +10.3% | +16.5% |
| YTD | -5.8% | +72.7% | -78.5% | -34.4% |
| 1Y | -19.2% | +40.4% | -59.6% | -38.2% |
| 3Y | +28.4% | +45.2% | -16.9% | -14.4% |
| 5Y | -77.1% | -26.7% | -50.4% | -74.3% |
| All | -77.1% | -25.9% | -51.2% | -74.3% |
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