+309.3%
TEL vs CGNX
+193.6%
+115.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.5% | +2.1% |
| 7D | +1.6% | +3.2% | -1.6% | +0.5% |
| 30D | -0.7% | +6.0% | -6.7% | -2.8% |
| 3M | +2.4% | +3.5% | -1.1% | +0.4% |
| 6M | +4.1% | +26.3% | -22.2% | -5.4% |
| YTD | -5.8% | +79.2% | -85.1% | -27.0% |
| 1Y | +0.9% | +43.8% | -42.9% | -16.0% |
| 3Y | +72.6% | +52.0% | +20.7% | +33.2% |
| 5Y | +57.5% | -24.0% | +81.6% | +54.2% |
| All | +309.3% | +193.6% | +115.7% | +139.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling