-0.8%
CRM vs FLR
+238.1%
-238.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | -4.4% | -3.5% | -1.0% | -3.9% |
| 30D | +28.1% | +4.2% | +24.0% | +27.3% |
| 3M | +48.8% | +8.1% | +40.7% | +45.8% |
| 6M | +28.3% | +21.5% | +6.7% | +21.4% |
| YTD | -6.0% | +36.8% | -42.8% | -13.6% |
| 1Y | +1.4% | +31.2% | -29.8% | -6.3% |
| 3Y | +11.8% | +53.9% | -42.0% | -6.1% |
| All | -0.8% | +238.1% | -238.9% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling