+696.3%
TEL vs CGNX
+1,289.6%
-593.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.5% | +2.0% |
| 7D | +1.6% | +3.2% | -1.6% | +0.4% |
| 30D | -0.7% | +6.0% | -6.7% | -3.0% |
| 3M | +2.4% | +3.5% | -1.1% | +0.2% |
| 6M | +4.1% | +26.3% | -22.2% | -6.1% |
| YTD | -5.8% | +79.2% | -85.1% | -28.3% |
| 1Y | +0.9% | +43.8% | -42.9% | -17.2% |
| 3Y | +72.6% | +52.0% | +20.7% | +31.3% |
| 5Y | +57.5% | -24.0% | +81.6% | +52.5% |
| 10Y | +313.6% | +189.1% | +124.6% | +113.3% |
| All | +696.3% | +1,289.6% | -593.3% | +54.2% |
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