-23.0%
CGNX vs DOC
+23.1%
-46.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.7% |
| 7D | -14.9% | +6.5% | -21.4% | -13.9% |
| 30D | -21.9% | +9.2% | -31.1% | -20.9% |
| 3M | -29.0% | -2.5% | -26.5% | -28.5% |
| 6M | -23.0% | +7.1% | -30.1% | -25.9% |
| All | -23.0% | +23.1% | -46.2% | -25.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling