+97.1%
CGNX vs DOC
+21.1%
+76.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +4.6% |
| 7D | -10.8% | +5.9% | -16.6% | -12.8% |
| 30D | -20.0% | +10.3% | -30.3% | -23.4% |
| 3M | -24.6% | -2.2% | -22.4% | -24.3% |
| 6M | -23.1% | +8.2% | -31.3% | -26.3% |
| YTD | +40.5% | +35.4% | +5.1% | +20.8% |
| 1Y | +29.0% | +23.6% | +5.4% | +15.4% |
| 3Y | +44.8% | +57.3% | -12.4% | +15.5% |
| 5Y | -37.5% | -19.6% | -17.9% | -34.2% |
| 10Y | +97.1% | +20.8% | +76.3% | +71.1% |
| All | +97.1% | +21.1% | +76.0% | +71.1% |
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