+565.2%
FLEX vs CRL
+386.8%
+178.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.8% | -3.3% | +1.1% |
| 7D | -19.3% | -6.1% | -13.2% | -16.7% |
| 30D | -41.5% | +12.4% | -53.9% | -44.2% |
| 3M | -43.1% | +27.1% | -70.2% | -48.8% |
| 6M | -48.2% | +85.7% | -133.9% | -61.4% |
| YTD | +15.5% | +69.2% | -53.7% | -11.9% |
| 1Y | +10.2% | +97.5% | -87.3% | -22.0% |
| 3Y | +256.8% | +86.1% | +170.7% | +135.1% |
| 5Y | +408.2% | -10.0% | +418.3% | +386.0% |
| All | +565.2% | +386.8% | +178.5% | +154.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling