-8.6%
TEL vs CGNX
+31.4%
-40.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.7% | +8.9% | +2.2% |
| 7D | -0.5% | -9.2% | +8.7% | +1.6% |
| 30D | +0.6% | -17.6% | +18.2% | +4.8% |
| 3M | +2.0% | -25.7% | +27.7% | +8.3% |
| 6M | +8.1% | -5.5% | +13.6% | +9.4% |
| YTD | -2.2% | +48.1% | -50.2% | -12.7% |
| 1Y | -8.6% | +33.5% | -42.1% | -11.3% |
| All | -8.6% | +31.4% | -40.0% | -11.3% |
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