+5,648.9%
CRM vs FLR
+195.2%
+5,453.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | +0.1% |
| 7D | -8.1% | -6.9% | -1.2% | -6.4% |
| 30D | +23.1% | +1.1% | +21.9% | +22.7% |
| 3M | +42.5% | +14.3% | +28.2% | +35.7% |
| 6M | +25.3% | +19.1% | +6.2% | +16.2% |
| YTD | -7.8% | +35.1% | -42.9% | -17.8% |
| 1Y | +1.0% | +29.5% | -28.4% | -9.4% |
| 3Y | +10.0% | +53.0% | -43.0% | -10.9% |
| 5Y | -3.9% | +238.9% | -242.8% | -40.4% |
| 10Y | +233.2% | +17.4% | +215.8% | +127.5% |
| All | +5,648.9% | +195.2% | +5,453.7% | +2,200.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling