+98.5%
FLEX vs CRL
+78.8%
+19.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.7% |
| 7D | -0.9% | -1.0% | +0.1% | -0.8% |
| 30D | -10.1% | +10.7% | -20.8% | -11.2% |
| 3M | -31.3% | +55.3% | -86.6% | -34.7% |
| 6M | +71.3% | +60.7% | +10.6% | +60.2% |
| YTD | +81.2% | +44.6% | +36.6% | +72.0% |
| 1Y | +98.5% | +77.7% | +20.7% | +84.4% |
| All | +98.5% | +78.8% | +19.6% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling