+730.0%
FLEX vs CGNX
-25.4%
+755.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.1% | +3.1% | +5.3% |
| 7D | +5.7% | +3.2% | +2.6% | +4.3% |
| 30D | -7.0% | +6.0% | -13.0% | -9.2% |
| 3M | -23.8% | +3.5% | -27.4% | -24.5% |
| 6M | +82.6% | +26.3% | +56.4% | +69.0% |
| YTD | +91.6% | +79.2% | +12.4% | +48.0% |
| 1Y | +100.6% | +43.8% | +56.8% | +69.5% |
| 3Y | +479.8% | +52.0% | +427.8% | +351.3% |
| All | +730.0% | -25.4% | +755.5% | +666.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling