+12,099.4%
CGNX vs TXT
+2,092.6%
+10,006.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +3.2% | +0.8% | +2.4% | +2.9% |
| 30D | -3.7% | -10.4% | +6.7% | +0.5% |
| 3M | +1.0% | -14.3% | +15.4% | +7.4% |
| 6M | +22.1% | -15.1% | +37.2% | +30.2% |
| YTD | +72.7% | -8.3% | +81.0% | +78.5% |
| 1Y | +40.4% | -0.7% | +41.1% | +40.6% |
| 3Y | +45.2% | +6.0% | +39.3% | +41.9% |
| 5Y | -26.7% | +12.5% | -39.2% | -30.4% |
| 10Y | +178.5% | +103.2% | +75.3% | +100.3% |
| All | +12,099.4% | +2,092.6% | +10,006.9% | +3,096.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling