+1,323.2%
CRS vs FLR
+19.7%
+1,303.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.6% |
| 7D | -6.8% | -3.5% | -3.3% | -5.6% |
| 30D | -16.1% | +4.2% | -20.3% | -17.5% |
| 3M | -21.2% | +8.1% | -29.2% | -24.2% |
| 6M | +8.7% | +21.5% | -12.8% | -0.5% |
| YTD | +41.0% | +36.8% | +4.2% | +22.8% |
| 1Y | +82.7% | +31.2% | +51.5% | +60.6% |
| 3Y | +604.8% | +53.9% | +550.9% | +449.6% |
| 5Y | +1,384.7% | +243.0% | +1,141.7% | +742.8% |
| All | +1,323.2% | +19.7% | +1,303.5% | +863.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling