+730.0%
FLEX vs CRH
+93.9%
+636.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.0% | +6.2% | +6.6% |
| 7D | +5.7% | -6.1% | +11.8% | +9.7% |
| 30D | -7.0% | -9.3% | +2.2% | -1.5% |
| 3M | -23.8% | -15.2% | -8.6% | -16.7% |
| 6M | +82.6% | -14.2% | +96.9% | +99.4% |
| YTD | +91.6% | -28.3% | +119.9% | +131.7% |
| 1Y | +100.6% | -21.8% | +122.3% | +129.3% |
| 3Y | +479.8% | +71.6% | +408.2% | +307.9% |
| All | +730.0% | +93.9% | +636.1% | +447.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling