+145.2%
TE vs CGNX
+45.2%
+100.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -1.1% |
| 7D | +0.2% | +3.2% | -2.9% | -1.1% |
| 30D | -5.9% | +6.0% | -11.9% | -8.1% |
| 3M | -45.6% | +3.5% | -49.1% | -45.0% |
| 6M | -43.4% | +26.3% | -69.7% | -43.1% |
| YTD | -31.0% | +79.2% | -110.2% | -38.5% |
| 1Y | +145.2% | +43.8% | +101.4% | +145.5% |
| All | +145.2% | +45.2% | +100.1% | +145.5% |
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