+98.5%
FLEX vs CGNX
+42.4%
+56.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.4% |
| 7D | -0.9% | +3.0% | -3.9% | -2.2% |
| 30D | -10.1% | -11.8% | +1.7% | -5.1% |
| 3M | -31.3% | -3.6% | -27.7% | -29.8% |
| 6M | +71.3% | +17.4% | +53.9% | +66.5% |
| YTD | +81.2% | +73.7% | +7.5% | +55.9% |
| 1Y | +98.5% | +41.5% | +57.0% | +84.3% |
| All | +98.5% | +42.4% | +56.1% | +84.3% |
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