+7.1%
CRM vs FLR
+31.2%
-24.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -2.0% |
| 7D | +1.3% | +5.4% | -4.2% | +1.3% |
| 30D | +34.3% | +11.4% | +22.9% | +34.5% |
| 3M | +37.7% | +11.4% | +26.3% | +38.0% |
| 6M | +34.9% | +16.6% | +18.3% | +34.7% |
| YTD | -1.6% | +41.7% | -43.4% | -4.9% |
| 1Y | +7.1% | +35.4% | -28.3% | +2.5% |
| All | +7.1% | +31.2% | -24.1% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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