+612.8%
CRS vs FLR
+52.3%
+560.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.4% |
| 7D | -4.1% | -6.9% | +2.8% | -1.7% |
| 30D | -16.6% | +1.1% | -17.7% | -17.0% |
| 3M | -14.3% | +14.3% | -28.6% | -18.9% |
| 6M | +11.6% | +19.1% | -7.5% | +3.3% |
| YTD | +42.6% | +35.1% | +7.5% | +25.5% |
| 1Y | +81.8% | +29.5% | +52.3% | +61.7% |
| All | +612.8% | +52.3% | +560.5% | +433.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling