-39.7%
CGNX vs DOC
-21.4%
-18.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -14.9% | +6.5% | -21.4% | -17.2% |
| 30D | -21.9% | +9.2% | -31.1% | -25.1% |
| 3M | -29.0% | -2.5% | -26.5% | -28.5% |
| 6M | -23.0% | +7.1% | -30.1% | -26.2% |
| YTD | +33.4% | +33.0% | +0.4% | +13.2% |
| 1Y | +21.6% | +23.3% | -1.6% | +7.5% |
| 3Y | +35.8% | +44.9% | -9.1% | +7.2% |
| All | -39.7% | -21.4% | -18.2% | -28.5% |
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