+42.8%
CGNX vs DOC
+54.0%
-11.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -12.6% | +4.3% | -16.9% | -13.7% |
| 30D | -19.3% | +9.2% | -28.4% | -21.6% |
| 3M | -21.0% | -0.8% | -20.1% | -20.9% |
| 6M | -22.4% | +7.1% | -29.5% | -24.9% |
| YTD | +41.8% | +34.0% | +7.8% | +23.7% |
| 1Y | +32.5% | +23.2% | +9.3% | +20.8% |
| 3Y | +42.8% | +53.6% | -10.8% | +14.3% |
| All | +42.8% | +54.0% | -11.2% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling