+8,149.7%
FLEX vs CRH
+3,799.8%
+4,349.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | +6.4% | -3.6% | +9.9% | +7.7% |
| 30D | -5.9% | -10.8% | +5.0% | -1.8% |
| 3M | -23.5% | -13.5% | -10.0% | -19.6% |
| 6M | +83.7% | -15.4% | +99.2% | +95.3% |
| YTD | +86.5% | -27.6% | +114.1% | +109.7% |
| 1Y | +100.5% | -18.4% | +118.9% | +115.4% |
| 3Y | +469.8% | +72.5% | +397.3% | +363.1% |
| 5Y | +725.7% | +99.2% | +626.5% | +532.6% |
| 10Y | +1,086.7% | +257.0% | +829.7% | +648.1% |
| All | +8,149.7% | +3,799.8% | +4,349.9% | +3,971.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling