-24.5%
CGNX vs TXT
+14.1%
-38.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.3% | +1.8% | +2.6% |
| 7D | +3.2% | +2.5% | +0.7% | +1.6% |
| 30D | +6.0% | -8.9% | +14.9% | +12.5% |
| 3M | +3.5% | -13.6% | +17.1% | +13.5% |
| 6M | +26.3% | -13.1% | +39.4% | +37.8% |
| YTD | +79.2% | -7.0% | +86.3% | +86.7% |
| 1Y | +43.8% | -1.4% | +45.2% | +43.9% |
| 3Y | +52.0% | +7.0% | +45.0% | +42.1% |
| All | -24.5% | +14.1% | -38.6% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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