+98.3%
CRS vs FLR
+31.2%
+67.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.5% |
| 7D | -0.2% | +5.4% | -5.7% | -2.2% |
| 30D | -16.6% | +11.4% | -28.0% | -20.4% |
| 3M | -3.5% | +11.4% | -14.9% | -8.0% |
| 6M | +15.4% | +16.6% | -1.2% | +6.9% |
| YTD | +51.2% | +41.7% | +9.5% | +29.9% |
| 1Y | +98.3% | +35.4% | +62.9% | +81.8% |
| All | +98.3% | +31.2% | +67.1% | +81.8% |
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