+72.2%
DOCU vs CGNX
+42.6%
+29.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.8% |
| 7D | +6.9% | +3.0% | +3.9% | +5.7% |
| 30D | +19.0% | -11.8% | +30.8% | +24.2% |
| 3M | +34.3% | -3.6% | +37.9% | +33.2% |
| 6M | +48.0% | +17.4% | +30.6% | +33.1% |
| YTD | 0.0% | +73.7% | -73.7% | -28.1% |
| 1Y | -10.3% | +41.5% | -51.8% | -30.1% |
| 3Y | +32.4% | +34.1% | -1.7% | -1.7% |
| 5Y | -77.9% | -27.3% | -50.7% | -78.2% |
| All | +72.2% | +42.6% | +29.6% | +22.2% |
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 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