+148.6%
TE vs CGNX
+42.4%
+106.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.3% |
| 7D | -4.0% | +3.0% | -6.9% | -5.1% |
| 30D | -15.9% | -11.8% | -4.1% | -11.4% |
| 3M | -60.5% | -3.6% | -56.9% | -59.2% |
| 6M | -35.2% | +17.4% | -52.6% | -33.9% |
| YTD | -31.1% | +73.7% | -104.9% | -38.1% |
| 1Y | +148.6% | +41.5% | +107.1% | +147.0% |
| All | +148.6% | +42.4% | +106.3% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling