+1,115.5%
FLEX vs CGNX
+193.6%
+921.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.1% | +3.1% | +5.2% |
| 7D | +5.7% | +3.2% | +2.6% | +4.2% |
| 30D | -7.0% | +6.0% | -13.0% | -9.4% |
| 3M | -23.8% | +3.5% | -27.4% | -24.6% |
| 6M | +82.6% | +26.3% | +56.4% | +66.8% |
| YTD | +91.6% | +79.2% | +12.4% | +41.6% |
| 1Y | +100.6% | +43.8% | +56.8% | +63.4% |
| 3Y | +479.8% | +52.0% | +427.8% | +335.6% |
| 5Y | +746.5% | -24.0% | +770.5% | +755.9% |
| All | +1,115.5% | +193.6% | +921.9% | +614.4% |
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