+9,321.2%
CGNX vs DOC
+2,947.9%
+6,373.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -14.9% | +6.5% | -21.4% | -17.1% |
| 30D | -21.9% | +9.2% | -31.1% | -24.9% |
| 3M | -29.0% | -2.5% | -26.5% | -28.7% |
| 6M | -23.0% | +7.1% | -30.1% | -25.8% |
| YTD | +33.4% | +33.0% | +0.4% | +16.5% |
| 1Y | +21.6% | +23.3% | -1.6% | +9.4% |
| 3Y | +35.8% | +44.9% | -9.1% | +13.6% |
| 5Y | -37.5% | -21.6% | -15.9% | -33.8% |
| 10Y | +103.5% | +17.4% | +86.2% | +73.2% |
| All | +9,321.2% | +2,947.9% | +6,373.2% | +1,630.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling