+424.8%
FLEX vs CRL
-12.1%
+436.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | +7.5% | +0.1% | +7.3% | +7.5% |
| 30D | -25.3% | +11.9% | -37.2% | -27.5% |
| 3M | -39.7% | +20.2% | -59.8% | -42.9% |
| 6M | -47.9% | +107.5% | -155.4% | -59.2% |
| YTD | +24.1% | +69.4% | -45.3% | +2.4% |
| 1Y | +26.0% | +99.7% | -73.8% | -2.1% |
| 3Y | +282.7% | +98.8% | +183.9% | +177.5% |
| All | +424.8% | -12.1% | +436.9% | +438.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling