+7,807.8%
FLEX vs CGNX
+2,332.8%
+5,475.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.9% | -4.0% |
| 7D | +0.1% | +1.5% | -1.4% | -0.5% |
| 30D | -11.8% | -1.8% | -10.0% | -11.0% |
| 3M | -22.6% | +5.3% | -27.8% | -23.7% |
| 6M | +77.3% | +22.3% | +55.0% | +65.4% |
| YTD | +78.8% | +72.2% | +6.6% | +38.0% |
| 1Y | +86.1% | +39.8% | +46.2% | +55.8% |
| 3Y | +446.2% | +44.8% | +401.4% | +333.6% |
| 5Y | +689.7% | -27.0% | +716.7% | +706.5% |
| 10Y | +1,037.5% | +177.7% | +859.8% | +530.4% |
| All | +7,807.8% | +2,332.8% | +5,475.0% | +1,667.5% |
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