+440.9%
FLEX vs CRH
+68.8%
+372.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.3% | -3.0% |
| 7D | +0.1% | -4.8% | +4.9% | +2.9% |
| 30D | -11.8% | -13.1% | +1.3% | -4.2% |
| 3M | -22.6% | -12.0% | -10.6% | -17.5% |
| 6M | +77.3% | -16.9% | +94.2% | +97.1% |
| YTD | +78.8% | -29.0% | +107.7% | +116.8% |
| 1Y | +86.1% | -20.3% | +106.4% | +109.4% |
| All | +440.9% | +68.8% | +372.1% | +371.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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