-26.7%
CGNX vs DOC
-24.5%
-2.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.2% |
| 7D | +3.0% | -1.5% | +4.4% | +3.6% |
| 30D | -11.8% | -4.8% | -7.1% | -10.0% |
| 3M | -3.6% | +6.9% | -10.5% | -7.1% |
| 6M | +17.4% | +20.7% | -3.3% | +6.6% |
| YTD | +73.7% | +34.1% | +39.6% | +48.1% |
| 1Y | +41.5% | +22.6% | +18.9% | +26.4% |
| 3Y | +34.1% | +20.8% | +13.3% | +19.1% |
| All | -26.7% | -24.5% | -2.2% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling