-53.1%
TE vs CGNX
+22.2%
-75.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -1.2% |
| 7D | +0.2% | +3.2% | -2.9% | -1.2% |
| 30D | -5.9% | +6.0% | -11.9% | -8.3% |
| 3M | -45.6% | +3.5% | -49.1% | -45.3% |
| 6M | -43.4% | +26.3% | -69.7% | -47.2% |
| YTD | -31.0% | +79.2% | -110.2% | -47.1% |
| 1Y | +145.2% | +43.8% | +101.4% | +105.7% |
| 3Y | -24.1% | +52.0% | -76.0% | -39.6% |
| 5Y | -48.1% | -24.0% | -24.1% | -53.4% |
| All | -53.1% | +22.2% | -75.3% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling