+101.8%
CGNX vs DOC
+23.6%
+78.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.9% |
| 7D | -2.5% | +1.0% | -3.6% | -2.9% |
| 30D | -16.3% | +8.1% | -24.5% | -19.3% |
| 3M | -17.7% | +0.9% | -18.6% | -18.4% |
| 6M | -22.9% | +6.3% | -29.2% | -25.6% |
| YTD | +44.4% | +33.8% | +10.6% | +24.7% |
| 1Y | +35.6% | +21.6% | +13.9% | +22.0% |
| 3Y | +45.4% | +53.4% | -8.0% | +17.2% |
| 5Y | -33.4% | -21.0% | -12.4% | -29.4% |
| 10Y | +101.8% | +22.5% | +79.3% | +75.3% |
| All | +101.8% | +23.6% | +78.2% | +75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling