+1.1%
TEL vs CGNX
+42.4%
-41.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.9% |
| 7D | +3.0% | +3.0% | 0.0% | +2.3% |
| 30D | -3.9% | -11.8% | +7.9% | -1.6% |
| 3M | -5.1% | -3.6% | -1.5% | -4.7% |
| 6M | +0.6% | +17.4% | -16.8% | -2.7% |
| YTD | -7.3% | +73.7% | -81.0% | -17.1% |
| 1Y | +1.1% | +41.5% | -40.4% | -7.5% |
| All | +1.1% | +42.4% | -41.3% | -7.5% |
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