+626.9%
FLEX vs CRL
+353.6%
+273.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.5% | -1.7% |
| 7D | -13.6% | -1.7% | -11.9% | -12.4% |
| 30D | -36.5% | +14.6% | -51.1% | -39.8% |
| 3M | -36.4% | +24.8% | -61.3% | -42.2% |
| 6M | -46.5% | +94.7% | -141.2% | -60.8% |
| YTD | +25.9% | +73.4% | -47.4% | -4.9% |
| 1Y | +19.6% | +104.7% | -85.1% | -16.7% |
| 3Y | +287.0% | +101.1% | +186.0% | +145.3% |
| 5Y | +466.6% | -10.8% | +477.4% | +448.9% |
| 10Y | +626.9% | +358.8% | +268.1% | +175.9% |
| All | +626.9% | +353.6% | +273.3% | +175.9% |
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