+1,005.1%
FLEX vs CRL
+255.5%
+749.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.2% |
| 7D | -0.9% | -1.0% | +0.1% | -0.5% |
| 30D | -10.1% | +10.7% | -20.8% | -14.2% |
| 3M | -31.3% | +55.3% | -86.6% | -44.1% |
| 6M | +71.3% | +60.7% | +10.6% | +34.4% |
| YTD | +81.2% | +44.6% | +36.6% | +47.9% |
| 1Y | +98.5% | +77.7% | +20.7% | +44.8% |
| 3Y | +428.2% | +37.6% | +390.6% | +302.4% |
| 5Y | +657.3% | -35.8% | +693.1% | +757.8% |
| All | +1,005.1% | +255.5% | +749.6% | +368.5% |
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