+5,793.7%
CRM vs FLEX
+886.3%
+4,907.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.4% | -8.3% | -5.4% |
| 7D | -3.5% | +7.0% | -10.5% | -5.7% |
| 30D | +29.3% | -5.8% | +35.1% | +31.1% |
| 3M | +36.8% | -24.2% | +61.0% | +44.6% |
| 6M | +23.9% | +90.8% | -66.9% | -12.3% |
| YTD | -5.5% | +89.2% | -94.7% | -33.9% |
| 1Y | -0.4% | +104.7% | -105.1% | -33.3% |
| 3Y | +12.8% | +478.1% | -465.3% | -52.6% |
| 5Y | -3.5% | +726.2% | -729.7% | -65.3% |
| 10Y | +238.4% | +1,060.6% | -822.1% | -9.8% |
| All | +5,793.7% | +886.3% | +4,907.4% | +1,551.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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