+41.5%
CGNX vs DOC
+23.9%
+17.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.5% |
| 7D | +3.0% | -1.5% | +4.4% | +3.1% |
| 30D | -11.8% | -4.8% | -7.1% | -11.5% |
| 3M | -3.6% | +6.9% | -10.5% | -4.8% |
| 6M | +17.4% | +20.7% | -3.3% | +12.4% |
| YTD | +73.7% | +34.1% | +39.6% | +63.5% |
| 1Y | +41.5% | +22.6% | +18.9% | +36.9% |
| All | +41.5% | +23.9% | +17.6% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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